I would guess the opposite.
Obviously, it's site specific (what size boat, marina location, marina amenities, etc....) but flights inside the USA will typically be cheaper and you have the option to drive down if you want to pick up stuff for the boat, plus you have a car available. There are just going to be more marinas
available to compete for your buisness on the gulf coast
Of course they are drastically different cruising grounds and in the dead of winter the islands will likely be much more pleasent than the gulf coast (where on the gulf coast by the way as there are a lot of miles of coastline and that could make a difference.)