I am still confused with search capabilites

Hi,
My website is https://www.partycoop.com and I am still confused with the search results of this directory.

I restrict my directory to only California, so the listing form will not let you enter a listing outside of California. But when I when I search and select the default “All Categories” and type “Boston” for the city and then search I get 38 results?
When I type “New York” For the City I also get the same 38 results.
But when I type “Las Vegas”, “Seattle” or “Dallas” I get 0 results, no listings found.

Can you explain this to me? How does this search works? It does not make sense!

Also, is there a way to let users know once they click the search button that their city is outside of California and not supported?

Thank you.