I suspect it depends on whether you know your early Internet history. The Internet was a US research and military project at first. It was US-centric for a long time. The original top level domains are all US-centric. Walmart.ca is Walmart Canada. Walmart.com is Walmart America. Similarly, .mil, .edu are for the US military and American universities. .gov fits into that scheme and if you know the rest it would follow that it's for the US gov.