It's probably using one of the IP geoloaction services to ascertain your location which can be inaccurate (to say the least). Do a web search for "IP geolocation" and try a few of the results to see where your IP address may indicate that you're located.
Roku Community Streaming Expert
Help others find this answer and click "Accept as Solution."
If you appreciate my answer, maybe give me a Kudo.
I am not a Roku employee.