comparatives - Use of "more" with more than two items

Suppose we were to say that "California is one of the more pleasant states on the West Coast in terms of weather."
Is this grammatically incorrect because there are more than two states on the West Coast? Would I have to say that "California is one of the most pleasant states on the West Coast in terms of weather?"
I feel that the above sentence would somewhat change the intended meaning.
Thanks in advance!