This is the code to create a database copy in Azure using service management api's
SqlManagementClient sqlClient = new SqlManagementClient sqlClient ();
DatabaseCopyCreateParameters newDatabaseParameters = new DatabaseCopyCreateParameters()
                    {
                        IsContinuous = true,
                        PartnerDatabase = srcDB
                        PartnerServer = srcserver
                    };
sqlClient.DatabaseCopies.Create(dbservername, dbname, newDatabaseParameters);
It got created in the location say "east asia".
As you can see I am not providing any location details, then how it is created in this location?
                        
You can avoid this by copying the database using T-SQL as explained below:
For more information, click here.
Hope this helps.