An existing tenant has to be hosted in a different region from the one in which it was initially created.
The admin created a tenant in one region (US, EU, AU, etc.), but they require that tenant to be hosted in another region for compliance, performance reasons, etc.
Existing tenants cannot be transferred between regions. This is one of the Unsupported requests listed in Auth0 Operational Policies:
The solution is creating a new tenant in the desired region. Then, the data can be transferred from the old tenant to the new one if necessary, as explained here: