I've noticed that if you choose some countries you can also select a region, while with others you cannot, why?

It could be that the site didn’t add all the region information for every country. But the more likely reason is that countries may have regions, but those regions don’t have flags.

For example, the US has a few regions (northeast, Midwest, etc) but they don’t have flags because there is nothing really “official” about them.

yeah but the us has all the states (which is what i ment by regions)

Think I can see why you're asking. https://en.wikipedia.org/wiki/Regions_of_Argentina

Probably no reason it can't be added.

I think this should be considered

Regions of Brazil were just added a few days ago. Good chance this is coming