Most Christian fiction I’ve read is set in the USA.
The UK probably takes second place in terms of common settings, at least in the Christian fiction I’ve read.
I’ve also read Christian fiction set in Australia, New Zealand, Canada, Egypt, South Africa, as well as several countries in Europe (particularly Finland, France and Germany), Colombia, Russia, India, China, Japan, and even Pakistan.
There are many more countries I’ve never come across in a novel, including most African and Asian countries. These would certainly be unusual settings.
But my prize to the most unique setting I’ve read in a novel goes to Going Back Cold by Kelley Rose Waller.
Going Back Cold is set in Antarctica.
This location is unique not just because it’s a frozen continent at the bottom of the planet, but because it’s no even a country. That makes it an unique setting in my mind.