one of the reasons being that in their previous careers, they worked out of and/or were from those states in those regions. But the other criteria is that they often pick up/are assigned the Circuit for the Justice who they were replacing.
Thomas is from GA and that is in the 11th Circuit which is what he has usually been assigned to cover. Breyer had been on the 1st as an Appellate judge before appointment to the SCOTUS so he had covered that circuit, and when he left, Jackson was assigned it (which wasn't too dissimilar for her as she clerked for him and had gone to Harvard where MA falls in that Circuit).
In the case of Alito, given he was from Jersey and had practiced there in the past, so he was assigned to pick up the 3rd Circuit caseload. But since he was replacing Sandra Day O'Connor and she did the 6th, there was a shuffle. Scalia had the 5th Circuit and that eventually got shifted to Alito as well once Scalia was out. I expect that since Barrett is from New Orleans, she may eventually get assigned the 5th once she has more experience under her belt (she is doing the 7th right now, which is where she was on the Court of Appeals before nomination to the SCOTUS).
Gorsuch was from CO and was assigned the 10th Circuit (which covers that state).
Sotomayor is a NYer and she eventually got shuffled into the 2nd Circuit (which covers NY), although there are other NYers like Kagan (but Sotomayor has some seniority) and Roberts.
The disparate assignments were Kagan picking up the 9th (which includes California), where Anthony Kennedy had originally been an Appellate judge there. Kavanaugh was also the odd Justice out doing the 8th.
Roberts as Chief picks up the D.C. Circuit and adjacent 4th Circuit (plus the Federal Circuit that only reviews specific types of cases).
Interesting blip about the 2020 assignments that hinted at some of the decisions for who they assign where (from SCOTUSBlog) - https://www.scotusblog.com/2020/11/court-issues-new-circuit-assignments-2/
A little less than a month after the confirmation of Justice Amy Coney Barrett, the Supreme Court on Friday issued a new set of circuit justice assignments, which take effect immediately. Barrett was assigned to the 7th Circuit, where she served as a judge for three years before becoming a justice. Two other justices, Sonia Sotomayor and Neil Gorsuch, were also assigned for the first time to the circuits where they had previously served as judges Sotomayor to the 2nd Circuit and Gorsuch to the 10th Circuit.