"I'm from the States"

Everytime I tell someone I’m from the States, the conversation is always the same:
- Them: Oh, which one?
- Me: Colorado, do you know it?
- Them: I have been to New York once.
- Me: No, it’s kinda in the middle.
- Them: I have friends in LA.
- Me: That’s California, other side.
- Them: Thinking a bit
- Near Texas?
- Me: Yeah, that’s closer.
From when I lived, to the top tip of Texas is about a 6 hour drive. Ohh well, close enough.