We'll look into adjusting this. The steps themselves are area-locked, but some of the items required might be unobtainable without specific regions.
Team seem open to taking a look and checking through every emote item to assign a region, but it's not a guaranteed-fix. Fortunately the overwhelming majority of steps you get should be completable, and only a handful might require dropping.
Apologies if our messaging around clues was unclear, in hindsight we definitely could have been clearer with this in advance.