Before you have configured any zones, your store already has some zones predefined. One of them is the zone named ”All Addresses (default zone)”. This zone is built-in and cannot be deleted.
The presence of the ”All Addresses” zone ensures that your store will determine a customer’s zone even if the customer’s address does not match any of the zones you have set up.
The first time you open the details of the “All Addresses” zone, it will look empty though, in fact, it is not. By default, this zone includes all addresses in the world.
It does not have to remain that way. The “All Addresses” zone only needs to include regions to which you will market your products. If you do not intend to sell literally to anyone from any country in the world, you should edit this zone to narrow it down just to the regions or territories corresponding to the area you will serve.
For instance, if you add Germany to the ”All Addresses” zone, this zone will apply only to addresses in Germany.
For more info on the zones set-up, please refer to Setting up Address Zones.