$10mm/year is not all that much in endorsements, especially for a player at Wemby's stature and recognition if he reaches near his potential. The biggest names bring in close to $100mm/year in endorsement deals. Do you think LA/NY/Miami are worth 10% more than San Antonio?
The state income tax issue is largely overblown since a) it only applies to half of the player's games and b) the evidence suggests that players don't care that much since they keep signing with those glamour market clubs, likely because of the additional endorsement potential. Baseball provides us good evidence of this, where 9 of the biggest deals in history are for teams in CA, NY and PA (the 10th in TX, which is evidence that the Rangers are willing to spend the money).
Another factor that causes the state income tax issue to be overblown is that the states with no income tax still find a way to collect their taxes elsewhere. In the case of TX, it through one of the highest property taxes (5th highest) and highest sales taxes (14th highest) in the nation. Granted, I do not make multi-millions a year, but I am a high earner and my overall tax burden in a state with income tax (HI) in lower than it was in TX because what I pay in income tax is less than what I'm saving in property tax. Of course, this all depends on the value of your home... if Wemby wants to live in a 1br apartment in TX, he can save a ton of money in taxes by being in TX - but if he wants to live in a $40MM mansion (I don't think these exist in San Antonio
) then the dynamic obviously changes.