I live in Canada but so much media I consume is from the United States that I tend to assume stories take place there by default until told otherwise. Once, I read a book set in England (The Curious Incident of the Dog in the Nighttime) and I assumed it was set in the United States until the main character went to London. But the other day, I watched the new Frankenstein movie and it dawned on me that I didn’t know where Frankenstein takes place but, because it’s based on an older book, I assumed somewhere in Europe.
As a kid, in the UK, back in the '70s, I was watching Roots and was wondering why they were so keen to get to Scotland. I eventually realised that this was set in the US, of course, and the north there was different.
So I suppose that was my default then but, these days, I typically find myself trying to work out exactly when and where a thing is set, if it isn’t obvious, automatically - before I actually settle into the plot or anything.