An article in the Atlantic last year suggested much the same and it came about because almost everything that President Trump tried to do was stopped by one Federal District Court judge.
This isn’t a partisan thing, it’s the question of whether a justice in one state should be able to stop things in everyone else’s state. I think that if we step back from the partisan issues of the day, we can see where we should at least be dealing with the state in which the item was brought up and apply it to the district first. If it’s appealed, or taken to a higher court, then that court’s jurisdiction should apply. All the way up to the Supreme Court.
This would slow down the effect of judge shopping, which is just a way to get judges that are partial to your arguments instead of impartial– the way that it was designed.