Well Cheyenne Mountain is set to be decommissioned in our real timeline as it will costs billions of more dollars to update, as it has already cost
billions of dollars to update and maintain over the past few decades. Its basically polluted with asbestos.
Also a single non movable command center is obsolete in our modern day.
It is indeed a major target but also would have major defenses, the chance of it actually getting hit is slim.
Places like New York, Los Angeles, etc would not get defended with as many anti-ballistics or fighters as a place like Norad.
There is an interesting theory that there are number of high speed underground train lines leading to and from the mountain.


Back on topic, I think a military installation or deep mine in Virginia would be a likely retreat for Enclave.
Based on Colonel Autumn's accent.

Although why would they retreat? You only retreat when a major bulk of your forces are faced with a larger assault force or artillery bombardment.
The Enclave is scattered now, so they can't realistically be facing such a situation.