The Warriors moved from SF to Oakland but wanted to retain a "Calif state" identification without a name attachment to Oakland or SF. So they dropped the city part of the name, SF or Oakland, and named themselves simply Golden State Warriors.
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From the California State Library website:
"The Golden State" has long been a popular designation for California and was made the official State Nickname in 1968. It is particularly appropriate since California's modern development can be traced back to the discovery of gold in 1848 and fields of golden poppies can be seen each spring throughout the state.
The team was first established in 1946, as the Philadelphia Warriors, in Philadelphia, Pennsylvania