From the Alibaba page, it looks like the working frequency bands are grouped into five different regions. I suspect that there are five different versions of this product, each tailored to a specific region.
Check your sales receipt to see if a particular version is specified. If not, they may have simply used your mailing address to select the appropriate region. Contact the seller again for clarification.
The last time I was searching for a cheap USB 4G stick on eBay, I found that most of them only support a few bands. This meant that a cheap foreign market 4G stick would be useless to me. I guess cheap 4G device manufacturers can’t afford to support the twenty or so bands that an iPhone can.
Even iPhones have region specific models. This means that an iPhone can roam, but to get the best speeds and the full choice of mobile carriers, you still need to buy the correct region specific model.