Yeah, a HAZMAT is not transferable, even if you just got it last week and then move. You do have to do it all over again. But the fee is like $68.25 plus a $9.95 processing fee (cause you know, there's a lot of work in forwarding fingerprints to the FBI) and whatever the cost of the HAZMAT test and the resulting duplicate license to add the endorsement. Shouldn't be too much more than an additional $100 or so.
But, you could always add it later.