I actually think that poses a bit of a problem. It just makes it that much harder for you if there is no alum chapter in your area. It's not like you can just hang out with the collegiate chapter as if you're an active or something. How come the college chapter doesn't have an alum association or alum chapter? That seems odd - most do. Unless, of course, there is one, but you don't live near the college chapter either?
I know that Gamma Phi Beta was quite adament that I initiate with the chapter which was closest to me geographically. Even though my big sister/sponsor is a Beta Alpha from University of Southern California and I myself graduated from Long Beach State (which has the Gamma Eta chapter), I still got assigned to one in San Diego. AND because the La Jolla Alumnae Association responded to my AI request before the San Diego Alumnae Association, I was assigned as a La Jolla Alum. Now, the San Diego Alumnae Association supports the Beta Lambda chapter at San Diego State University and the La Jolla Alumnae Association supports Epsilon Gamma at University of San Diego. Soooooo.....because of this magical combination of geographic, time, and tradition factors, I was initiated as an Epsilon Gamma from USD even though I'd never attended there or otherwise had any connection to it.
Your group may have funny rules too. They may be wary if they find out you don't have an alum chapter near you. The whole point is for you to be involved as an alum. As others pointed out, there are still opportunities for you to participate even if there is no alum chapter in your area. Maybe you could start one.

But like the other two said, you could either volunteer for the national HQ or try and work with the chapter advisors. If anyone gets funny on you, be prepared to quickly express your desire to help the local chapters or volunteer on an international level.
I hope you work out the option that's best for you!
.....Kelly