The short answer is Christianity isn't a utilitarian belief system. While God loves everyone equally, he puts some of us closer together in love: family, friends, neighbors, countrymen. This incurs a greater obligation, plus we ought to love more those who are closer to us.

Sadly, a lot of Christian faiths teach dogma before the underlying reasoning or take a Bible-only approach which I find to be incredibly incomplete. In case your upbringing didn't include much theological reading, I would strongly recommend Civitas Dei and Summa Theologiae; the latter is less explicitly relevant to its definition but probably a better book overall.

We all act as we think best. I can try to change how others think. That's about the start and end of it.

This is very directly contradicted in the parable of the Good Samaritan, though. When Jesus said to love your neighbor as yourself, and Peter asked “but who is my neighbor”, Jesus pulled up the Samaritans - a group that the Jews had ethnic and religious conflicts with. (A modern equivalent for modern Jews might be the Palestinians). And he pointed and told a whole story that basically said “these guys. Love these enemies as if they were your family”.

So, yeah, I’m gonna hard disagree that Christianity supports treating your own townspeople as more worthy of help, versus helping the poorer people in other countries.