They don't have all the same prices. When some of the gas stations hit $4.39 a week ago in Minneapolis, others in Minneapolis ranged from $4.39 to $4.21 & it was $3.99 in WI just over the river that same day.
It is $3.99 in Winona, MN as of 8 hours ago which is higher than all of these.
A lot of that depended on when the gas station received their latest tank fill and how much the markup was going to be. On the same tank, there is very little price difference.
Also, comparing gas prices across borders can't be done without taking into account state taxes.