You could tell them one of the reasons you've been withdrawn is because you were worried about telling them you want to transfer, that you were worried about them feeling hurt that you were interested in this out-of-state school.

Give an academic reason foremost as to why you want to go to the new college "They have an amazing [Science] program", or name something about the city that you want to experience. Some parents can take "I want to be more independent" to mean "I want less of you around," unfortunately, so I might stay clearer of that reason, even though it's completely acceptable to feel. Adventure is good for the soul.