These security sign-in messages are ridiculous.
I agree. However, given your description of the annoyance I strongly suggest you consider the authenticity of the two-factor challenge that you are encountering so frequently.
When it appears, it should never be a surprise. Its appearance means that someone, somewhere, attempted to use your Apple ID to authenticate the use of an Apple product or service. That someone may have been you, or it may have been someone else. Its appearance will coincide immediately upon using your Apple ID. If it appeared unbidden with no obvious explanation, or even as much as a minute or two after you used your Apple ID, then it's almost certainly a fraudulent attempt.
Whenever I encounter it, no matter where on Earth I might happen to be, the challenge always occurs immediately. Easily within one second, regardless of the particular Internet connection speed I may happen to attain at the moment. That doesn't mean there might be some latency for some people sometimes, but that just doesn't happen to be my experience. With the hundreds of challenges I have seen to date, not a single one has occurred with anything other than immediate effect.
You appear to be concerned about the geographic proximity to your actual location, and I agree with that also. I have had my alleged "location" differ from my actual location by hundreds of miles. It is derived from the IP address (most likely, an IPv4 address) that has been previously associated with a geographical location, and to be completely technically accurate, it has no idea where your Mac happens to be. One might question the usefulness of that location information, but in my opinion some information is better than none at all.
Something isn't right. I sincerely hope I'm wrong about that, but I suggest you look into it a little more deeply before you dismiss it as a mere annoyance.
Having to continually change login information, passwords and related credentials as you described is another "red flag" that justifies concern.