Some users are choosing an adjacent country for circumvention settings
During usability testing of Connection Assist conducted in tpo/ux/research#52 (closed) & tpo/ux/research#78 (closed), several participants decided to choose a different country to the one they were located in after reaching this screen:
Each of these participants opted to choose a country adjacent to theirs instead – for example, a participant located in Brazil selected Bolivia. OnionShare reported the same behavior when testing their implementation of circumvention settings, whereby a participant in Mexico selected the United States instead. This suggests the behavior is not a quirk of Tor Browser's UX, but a deeper issue.
Participants seem to be selecting an adjacent country in the hope that the Internet is not blocked there, and/or are mistaking the location settings selector for a list of VPN-style server locations.
The same behavior wasn't observed on the initial Connection Assist screen due to the presence of the "Automatic" option, which users favored instead of selecting a location manually.