If I'm flying anywhere in the United States, do I click on Global or North America  and why?

I'd say Global, unless you fly in the "special regions" along the west coast. It's simply to activate the correct textures, autogen etc for the specific area you are flying in - and not flying within the active region can cause some strange issues, at least in the European regions.

So basically it's:

North America for the PNW, NRM, CRM, PFJ, SAK region packages

Oceania for the four AU and the two NZ packages

Europe for ENG, WLS, SCO, NIR

Global for anything else, if you have FTXG installed (I guess it wouldn't display in the Central otherwise)

Default (same as Global, if FTXG is not installed)

 

At least that's how I understand it.