When an ISO is created a mirror list is generated but it is a random mirror list which explains why the first mirror is another country - even continent.
This mirror list is copied to the system installed from the ISO and usually it does not contain invalid mirrors but as the pacman-mirrors on the ISO may be built long time ago, a mirror may have decommisioned itself by request, not being up-to-date or not answering.
If you are online while installing - if I recall correct - there is module which generates a mirrorlist using below command (which is a partially random generator) - read more on pacman-mirrors from the link at then end of the comment
pacman -f 5
It is highly recommended to run pacman-mirrors after install and so creating a mirror pool better matching the actual circumstances.
sudo pacman-mirrors --continent && sudo pacman -Syyu
Subsequently you only need to run
sudo pacman -Syu
Read more at