I believe if he has an exact copy of his SOTU Address, placed in letter form, and hand delivered to all 535 members of Congress, then he could give it anywhere, and to any audience, and still meet his Constitutional requirements…
the SOTU is a Constitutionally required report to Congress, not an address to the public.
But, there in no requirement it be done in person at the House of Reps… Can be done in writing.