A solid case can be made that a majority of scams in the pinky world are registered in either Nevada or Delaware. Wyoming is up and coming in the scam world. There are, of course, a number of good companies registered in those states. But, those companies all file with the SEC.
I think what he is saying is that it is strange that a company that wants to represent California wines and whose name is "California Grapes" is headquartered in Nevada.
What you are suggesting in your post is that a company registered in Nevada is a shady organization.
Would you say the same about companies registered in Delaware?
Would you say the same about companies registered in Wyoming?
Companies register in these state because they have favorable laws for corporations, not because they run scams. If you have a problem with their registration in Nevada, consult with the Nevada Secretary of State.