hmmm...there are a couple schools of thought on moving these around, although people who sell livestock (leps) do it all the time. The lights, etc. will not be a problem but transferring any parasites or pathogens. It is a personal decision to make. I mean I sell eggs and cocoons to folks outside of my region (never where that specific species would not be indigenous to) as do other breeders.
Here are some facts that might help you decide:
** Poly are native throughout all of US except for two states
** 1% of offspring make it to adulthood (out of about 200 eggs) so by helping it avoid being eaten you are helping the species.
** It may have been parasitized by a wasp or fly and you may end up with wasp larvae rather than a poly moth, but that is always a risk.
** if you leave it behind nature will take its course - it will either be eaten or will eclose and find a mate.
hope this helps...