Shooters go where the guns are. They have to to make a game out of it. Whenever they take the setting to some country that's overridden with violence, the developers are rarely offering a commentary on those locations. Even when they portray governments and groups there as the enemy and worthy of being taken down, it's more because a villain is needed than an honest judgment and commentary. Countries sometimes take it as the latter and get upset, though, which leads to developers often creating fictional countries, like in the previous Far Crys, instead.
They don't need to make up a fictional location this time around because the setting is in America, which is too diverse to care. I think that it's misplaced to assume, because it's set in a real location (Montana) for the first time, that it's trying to be edgy and more of a commentary on society than past games in the series. It's a game that, after 4 iterations in exotic locations, needed something fresh, and backroads militia/sects are about the only modern day subject in the entire 50 States that could realistically support a Far Cry game (with its need for lots of guns, open spaces, remoteness, varied terrain, etc.). I doubt that there's anything more to it than that.