Just don't try calling them when the car breaks down or if you need help that's when you'll have the issues. Lot of times, folks think that the car rental companies are just being "a..holes" or restrictive, but it's also for the benefit/safety of the renter. Because Sixt doesn't have offices near Yellowstone, it would be very difficult (time consuming) to assist you if the car has issues.

Then afterwards, we'll see something on Youtube or Twitter blaming the rental car company for taking 2-3 days to get help to you.

If you want to be able to go to any state, then stick with Big 3.