Insurance companies need the address/zip code of where the vehicle is stored for premium cost etc. Also, your coverage maybe different based on state. Some states have Personal Injury Protection coverage while others have Medical Pay. Also, I believe Michigan is a no fault state, which means, you will go through your own insurance for an accident and your insurance company will get the money back from the at fault carrier. So, it's probably not wise to insure your vehicle through a different state.
Be honest, when you get a quote from any insurance company, they will know where you live anyway...
The whole point of RV is that is mobile, but it has to registered and license some where and so, the insurance coverage will be based on that. So, if it is registered and insurance in SD, it will be covered anywhere, exception for Mexico...