They can call themselves "Bay Staters" all they want but They're going to have to suck it up and admit it.
The Massachusetts Bay Colony was named after the indigenous population, the Massachuset, whose name can be segmented as mass-adchu-s-et, where mass- is "large", -adchu- is "hill", -s- is a diminutive suffix meaning "small", and -et is a locative suffix, identifying a place. It has been translated as "near the great hill," "by the blue hills" "at the little big hill," or "at the range of hills," referring to the Blue Hills, or in particular, Great Blue Hill, located on the boundary of Milton and Canton, to the southwest of Boston. (c.f. the Narragansett name Massachusêuck;Ojibwemisajiwensed, "of the little big hill").