The trick is to have at least one course at your home location. The map will set the location of the map so all your courses will fit. At least the start and end points.
I guess that - as long as e7andy wrote you haven't at least one course - the map has to start somewhere (although I agree it would be nice to remember where it was located and zoomed in last time) and Garmin has chosen their headquarters in Olathe, Kansas.
5 years later
A lot longer than 5 years. More like 11years and before that it was motionbased.com which, if I recall, might have had this feature but never migrated over to Garmin Connect.