I've abided by this as a convention of the game from reading the info and rules, and I realize this is to keep a bunch of multiples of the same gods running around, but just noting that American Gods doesn't seem to stick with this at all so I can understand confusion regarding it. The main chars in American Gods, Monarch of the Glen, and Anansi Boys all visit other countries during their journeys, beyond the country of their particular incarnation's origin. So clarification is this case is a very very good thing!