When the site is installed, there are only 5 default countries present with only 1 city in each country: Germany (Berlin), Spain (Madrid), France (Paris), United Kingdom (London) and United States (New York).

Update: Starting from version 2019.13, Dating Pro Match, United States is installed as the only default country with all its regions and cities.

In order to install the missing countries or regions for these countries, go to the admin panel -> Content -> Countries.

Here click on Install tab and choose Installed(5).

Then click View regions and you will see the list of all available regions.
Check the top box to select all regions and then click Install selected button to start the installation.
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Don’t close the page until the process hits 100%.
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You can find more information in the Countries article.