@pxeger Might be because you don't live in the U.S. See meaning 5 (and 6) on
Wiktionary... although you're right that the "East Asia" meaning is the most common, even here. Maybe since the terms reflect a Eurocentric view of the world, the eastern U.S. is in some sense still part of "the West" even for those of us who live west of there. I'd usually expect to hear "on the east coast" or maybe "back east" rather than "in the East."