A couple things to check:
1) Update the game
2) Are you located in a territory where the game has been released? If so (I assume yes) are you in a potentially unusual location for IP adress based geolocation like an overseas territory? Some people in overseas territories, protectorates, etc. have had issues because their ISP identifies their IP adresses as coming from elsewhere.
3.) Are you using some for of wireless broadband such as cellular or clearwire? Occaisionally IP adresses on such networks are misidentified as coming from a region other than the one they actually are in and sometimes return no useable location data at all.
If it's one of the second two then there isn't a fix as much as just contacting Steam and having them fix their geolocation data for you.