Activity Logs are platform logs that provide insights to subscription-level events. These cannot be "split" by resource, only filtered. To achieve what you are suggesting you would need to either split your resources across multiple subscriptions or use a custom solution to query the data and ingest into Sentinel.
However! It's key to point out that an attacker doesn't care that your resources are split across different geographies and will make it harder for you to perform detailed investigations across your entire enterprise when the data is separated into multiple workspaces. Consider keeping the data together and using automation rules to assign the incidents to the relevant geographical team instead, because alerts from services such as Defender for Endpoint and Azure Active Directory are region agnostic with regards to logging.
Alistair