The United States has the following states that have a town named Wales:

Alaska, Maine, Massachusetts, Michigan, New York, North Dakota, Utah, and Wisconsin.

If she met him in the States, it is entirely reasonable for him to first ask her what state she's from.

Bit strange to find it's actually docked in Mostyn, the northEAST of Wales since '79. Guessing the author lost his bearings and doesn't know the area.