Shady Pines

Well, first of all - Golden Girls was never known for having great continuity.

Second - remember the reason Sophia moved in with the girls was because Shady Pines burned down. If you go back to the original series, and not think of all that you know about the show, I don't recall ever hearing that Shady Pines was rebuilt. However, throughout the seasons it was referenced by the girls, and I believe Sophia had friends who lived there as well.

Perhaps the rebuild brought in new management, and made things better. Or, Sophia just finally had an "ahh, hell with it" moment and moved in to the home. Or, maybe because Golden Palace ended the writers and producers could think of no better place for Sophia than going back to Shady Pines. It would allow her to be a minor character, and come and go as they needed.

That's my insight... good question, though!