The reason Boy's state looks so good on your application is because "most times" in most states, it's something that you can't really "choose" or "volunteer" for. I.e. you can choose to be in scouts, or choose to be in CAP. You can choose to take certain IB/AP classes or choose to play soccer or football. But in "most" schools, your teachers/counselors/etc... "Choose" you to attend boy/girl's state. Therefor, it sends a message that others in position of authority think very highly of you.
I say most, because you can express your desire to attend boy/girl's state, but generally you are nominated/selected to go. There are probably some schools where they can't get a large selection or enough interested people, so I'm sure there's some that can simply volunteer and thus be selected. But that's not the norm. This is basically like having an extremely impressive "recommendation". It's usually individuals who have a history of accomplishments.