Because the nearby Wi-Fi stations transmit on which country they’re configured also if you are not connected to them. Try to boot it in the middle of a countryside with your phone the Wi-Fi and Bluetooth disabled and it should display the default country (I think is USA?! I don’t remember).
This is also the same cause why Apple is using Wi-Fi and Bluetooth with the GPS to retrieve your precise location. And this is also you should turn OFF (not tap on the icon from the control center) the Wi-Fi and Bluetooth: your privacy.