I spent the weekend digging into this one. Pretty sure that the issue is a bug (or missing data) from https://github.com/commerceguys/addressing
I’ve installed a clean version of Drupal 9.3.6 Installed address module 8.x-1.10 Commerceguys/addressing v1.2.2
Added "address" as a field to a new (and only node).
Some countries display locality (e.g., state/province) others don’t. I’ve filed a report in the issue queue (here), but wondering if anyone has encountered this and if so if there is a workaround.