HOWTO reliably set default Country on Import?
I think the problem can happen if you import your 'State' as the Abbreviation. If you look in table civicrm_state_province you will see lots of States with Abbreviation CA - and unless you specify the right country it can have unexpected out comes possibly depending on which Countries you have enabled.

I think this jira address the core issue

The workaround for this issue is to ensure that, when importing address data, that a valid country is always specified when there is data in a State/Province field.