This would be a tough scenario in terms of fandom, but I'd still be a Cardinals fan myself also. I'm the same way about the history, but if the team relocated to Kentucky, a team like the Orioles, who were the St. Louis Browns for 50 years or something, they would have that history still in theory. Interestingly, there was a Louisville Colonels team in the MLB in the 1800s, featuring Honus Wagner even, but the team was cannibalized by the Pittsburgh Pirates owner.
I don't think it would count as being a bandwagon fan though if they moved to our state. Bandwagon fans to me, are like the Cubs fans that were all of a sudden everywhere once they were good in 2015, or Red Sox fans a few years ago.