@Andreas Lindholm - Thanks for the question and using MS Q&A platform.
The free version of Microsoft Purview governance solutions uses the same location mappings as Microsoft 365, and maps to a location based on your Microsoft Entra ID home region.
Note: If your account is in a different region than your tenant, an admin needs to confirm setup.
If you want to use a different region, you will either need to cancel and wait for upcoming region related features, or cancel and create a new Microsoft Purview account in one of the available regions.
For more details, refer to How to upgrade from free to enterprise.
Hope this helps. Do let us know if you any further queries.