I'm having the same issue. I am in Hungary, so my computer's regional setting is for this country. Almost all my contacts are in the US, though. It seems there should be a way to choose what the default would be.

Also since I changed my region, my "file as" no longer puts "Last, First" anymore; it comes up "Last First" without the comma. I have to enter the comma manually into "file as", or I'll have all the contacts I entered while in the States one way and the new ones this way. Not handy.