The rumors are either Nashville, which has been pushing for a team for years or someplace in the Carolina's, both would draw very well, has larger population bases than KC. OKC would also be an interesting landing spot.
KC is a hard place to draw good crowds, they have a very small footprint, go 50 miles to the east and its Cardinal fans, not many people in Kansas to draw from nor in SW Iowa. They were better off before the Rockies were added because they could tap into that market, but that went away with Denver getting a team.
They never have had an ownership group that wanted to spend money, the don't draw many fans most nights in the bottom ten in the league. They also screwed up big time when they were offered the chance to switch to the national league, they turned it down and the Brewers jumped at the chance. The Royals wanted to continue playing the Yankees and Red Sox, forgetting that they only would get those teams for 6 games a year, while Cubs and Cards would have played there 18 times a year.