SEPM - Policies - Management Server Lists can assign to different location under one group?

SEPM 12.1

we manage different sites that physically different places, and use location to manage the sites. We would like the locations can connect their own SEPM.
We tried, Policies - Management Server Lists
1. Priority 1 , local server (China), Priority 2, server at other lcation(USA)
2. Priority 1 , local server (Usa), Priority 2, server at other lcation(China)
the problem when we tried to assign the List to the location under one group, but can't choose these locations, we can only choose group.
Anyone has the idea to solve this question? based one the explaination, List can be assigned to the location.