Not able to set my timezone automatically for Date and Time

It will use all that it can see, not just the connected network. And, all of them that you see in the Wi-Fi menu would not be known.

Is Location Services enable in the Security & Privacy System Preferences?

Your Mac probably can’t determine your location. It uses the location of nearby Wi-Fi access points to triangulate the location. If the access points it can see are not in Apple’s database, it won’t be able to find your location. Wi-Fi must be on, but you don’t have to be connected to anything.

Sorry. I misread something you said. Are you running a VPN, Firewall, etc.?

With the west coast of California selected on the map it's never going to find India.

You need to click on India.

sashi259 wrote:

YES

Then it doesn’t know where your nearby Wi-Fi access points are located, so you can’t use any location-dependent features.