Hi Michael, the general answer to your question is "it depends." The current location of the scion is not really all that important, it is the inherent cold tolerance, disease tolerance, and chill requirement of the scion that matters. If you get a scion from a similar area, usually all three of those factors will be in the acceptable range for your area as well. If you are making a drastic change, then one of these factors may be off and the scion might A) die or B) never produce fruit. For well known varieties, these traits have been studied, so you can usually find out if a particular scion will do well in your area regardless of its current location.
To be honest, I thought that was actually part of why people graft trees in the first place. Sometimes you can use the root of something that is well adapted to a climate to give an added boost a less well adapted plant. I think disease resistance, PH tolerance, and perhaps drought resistance are all areas that this is commonly done. These are all factors that happen in the root zone and the scion would not be in direct contact with these particular environmental stressors. I think things that have a direct effect on the scion like temperature, day length, sun exposure (above ground influences) would be the ones you need to worry about when selecting a scion. With many grafted roses, for an example, you can have a hard freeze that kills all the above ground portions of the plant and then have new growth with entirely different color of rose. This is because the grafted variety froze, but the root stock variety survived.