This is the right answer, but it is not OPs fault, it is a typical custom of Americans. I saw it invariably happen while living in Europe and interacting with a

This is the right answer, but it is not OPs fault, it is a typical custom of Americans. I saw it invariably happen while living in Europe and interacting with a highly international community (Americans were the only ones that answered "where are you from" with a state, everybody else, including Canadians, Indians, Russians, Mexicans, etc named their country)