I believe that part of the PNP application process, applicants have to show intention to reside in the province.... If after you land and become PR, you move directly to another province, I think that could be considered as misrepresentation, which (if convicted) may lead to cancel your PR status, deport you, and bar you from applying to any Canadian visa for 5 years.
In my opinion, after you land in the province that nominated you, try to search for a job for some time (3-4 months I guess). Keep a record for your job applications... After that, if you got offer letter from another province which has more advantages, you can move there and maybe inform the province that nominated you about it and they should be ok about it.
Bear in mind, when you apply for your citizenship later on, IRCC will review everything about you (including all the documents you have submitted during your PR application). So, if they notice you are nominated from one province and moved directly to another province without showing any effort to settle down in the province that nominated you, that should raise the red flag.
Again, I know there is no law to restrict PR to live in a specific province, but bear in my that during your PNP application you had to show intention to reside in that particular province.
Good luck.
