In short, the answer is no. Buying a Texas Medicare supplement is going to provide you the same coverage as a Florida Medicare supplement. That is to say that Medigap A in Texas is the same as Medigap A in Florida. Medigap B in Florida is the same as Medigap B in Texas, Arkansas, Oklahoma, Pennsylvania, etc.
There is one caveat to that. There are a few differences if you live in the states of Massachusetts, Minnesota, or Wisconsin. Medicare supplements in these three states offer slightly different coverage than the plans implemented in the other 47 states. Consult a Medicare supplement insurance provider for details if you reside in one of those states.