Finding a job in another city

I'm looking for a job in a city about 35km away. A month into it, the major issue seems to be that i'm not living in town right now, i'm looking for a job before moving in, as it is close.

I've stressed this in the interviews and mails i've sent, but it looks like that living "far" from the job is a major deal breaker. It is about 40 min travel each way, and i can't even even figure why this worries companies so much.

Should i lie and say i live there?

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