GeoLocation column type not accurate

I wanted to choose the GeoLocation column to map the city and country. It says it should allow you to record the Country and Region, but when you add data, it only allows you to choose a country. Not a region.

Yes, it does!

The regions are Asia, Europa, Oceania, … - note that Oceania is not a continent, hence region.

This is not supported (and not advertised).