Currently, the "We Host" plans all spin up in Azure us-west-2. However, it could be possible that database resources are in other regions (say us-east or even in Europe).
Some of our customers have all of their data hosted in Europe and the turn around time has made the UI very slow.
It would be great to select a region where we would like our "We Host" plan to run.
Thanks for this request, @erichosick! Hopefully this is something we can support soon! 
Our engineering team works hard to ensure the best performance possible for our queries. We have some general performance suggestions outlined here, but the main option to consider for the time being is self-hosting your Retool instance so that you can host your Retool infra close to your managed databases.