Hello, @Willis Chan !
Azure Virtual Desktop VMs can be deployed in all public Azure Regions. If you create an Azure Virtual Desktop host pool, you'll see a limited number of locations primarily in the US, Canada, UK, and Europe. This is where the metadata locations are, not the actual VM locations.
https://learn.microsoft.com/en-us/azure/virtual-desktop/data-locations
Azure Virtual Desktop stores various types of information like host pool names, app group names, workspace names, and user principal names in a datacenter. While creating any of the service objects, the customer has to enter the location where the object needs to be created. The location of this object determines where the information for the object will be stored.