I think youre misunderstanding that page - those are regions, they are not server specific. You aren't connecting to a different physical server hopping between 5 different cities across the United States (well you might be with CDNs but thats kind of besides the point).
They are designations - like an MQTT topic or a community here on Lemmy/piefed.
I can start a local community for my city here on anarchist.nexus, and a friend can create one for his local city in Canada. Its the same server, but the regions covered are different.