It's not that they don't want to, it's knowing they'll be blocked by the state Universities board if MtSU doesn't come along, and after seeing how well Idaho's done, they're not going to allow the move up.
I've heard this one for a long time, but cannot find any proof. Got dirt?
I don't have anything online or in print (probably a good thing, that could cause some serious friction between UMt and MtSU supporters), but I have spoke with people who were on the State Us board my limbo year (after the budget cuts forced UM out of hockey), and the MtSU schools' members let it be known there was no way in blue hades that the Grizzlies could move up without them, part because they didn't want to give up the rivalry (like UM had to do with Idaho), and part because they didn't want to be the "little sister". And since Judy "The Trash Lady" Martz cut the budget so bad they had to drop sports statewide, there was no way in hades the Bobcats would be able to upgrade their facilities to anywhere near DI level, nor would they reach the attendance cutoff (which was still around at the time) in all reality, as the only game they would even draw enough for was the Cat-Griz game. He also said that if UM had it's way, it would put together a package that would impress the Mountain West enough to accept them after their transition (UM would have some growing pains sports-wise, but their academics and reputation are more on par with the MWC schools).
I think the main problem for MtSU besides attendance (as well as the spate of athletes being involved in serious crime a year or two ago) is that their alumni base either won't cough up the $$$ for athletic facilities as readily or doesn't have the pockets for it. UM's facilities are getting a huge facelift, and the stadium can still be expanded, while MSU's stadium is still mostly rickety bleachers and only seats 10,000ish.
While Montana may not be right at App State's level, they are both on the same level of consistency with excellence on-field, attendance, and facilities that would be needed to jump up (Western Kentucky was on that list, and they're on a pace to be solid once they're done with the transition period). I honestly think they're better suited for I-A success than Texas State is. I'm not entirely sure about the latter two, but there's definitely a lack of consistent on-field success there.