Those are meant to be feats that have a roleplaying requirement as well as other requirements, I believe. They say to have different roleplaying requirements if they don't make sense in a different world.
Pretty much what Cheapy said. The Pathfinder Campaign Setting put it this way:
All of the nations in Chapter 2 present local feats. A local feat can only be selected for a nation in which the character grew up or for which he otherwise possesses local affinity. To gain local affinity, a character must live in a nation for at least a year and gain at least 2 ranks in Knowledge (local) while there. After that time, he is considered to have affinity for that nation for the purpose of qualifying for certain feats (although, of course, he must meet the feat’s other prerequisites as well).
However, I'm pretty sure this concept was dropped during the 3.5->PFRPG transition. While your GM might still require some relation to a region to take feats related to it, the mechanical construct has been removed.