Firstly, pretty much everybody I know is aware that Marlborough is a city in the UK. There's even a famous historical figure, the Duke of Marlborough, associated with the place.
Secondly it kind of indicates that at some level the writer believes that US states and foreign countries are similar organisational units, when actually countries have greater independence and sovereignty than do US states.
It's certainly illustrative and useful for a wider audience, but... I dunno... it still feels... a bit wrong.
(And yeah, there's probably a Marlborough somewhere in the US so American citizens might get confused, but that's kind of the point too... like when I say “I'm from Milan” and I get “oh, Milan, Texas?” back as a reply. “No ma’am, Milan, Italy.”)