Given that some art went there in the first days of the war, it seems that it must have been the first choice as it was already set up.
Indeed, the National Gallery's own website states:
y 1940 the risk of bombing in Wales had greatly increased and it was felt that the National Gallery's pictures were no longer safe in the public buildings and private houses in which they were being stored. Ian Rawlins, the Gallery's scientific adviser, was asked to find alternative accommodation and on 17 September discovered Manod Quarry, a slate mine in the mountains above the village of Ffestiniog. Two hundred feet of solid rock covered Manod, access to its caves was through a long tunnel, it had electricity, water, and reasonable road access - it seemed perfect for the storage of the paintings.
Preparations to house the pictures at Manod took almost a year. Transporting them from their scattered locations began on 12 August 1941 and was completed on 18 September. It was carried out by the London Midland Scottish Railway and the Great Western Railway, who had also moved the collection from London.
Presumably nothing was moved from Aberwystwyth to Manod?
Hello again darkness, my old friend...