Not sure why but after entering in my zipcode it started me at NYC (I'm in NJ so I expected that) but then other pages like the interests page would start showing Chicago based information.
Same experience - I am in NYC, it started me off in Kips Bay - every time I explicitly change my locality it changes it back to Kips Bay when I navigate to a new page. Additionally, and this could be user error, but it added me to various groups I have no interest in and I had to hunt down how to leave those groups.