In a global world, there should be little difference where a futures contract is traded. There are regulatory differences and legal jurisdictions that may lead to preferences for trading, and some markets will dominate based on liquidity. Still, there should be a single world price based on arbitrage, with differences reflecting only the cost of arbitrage associated with moving the product.
Arbitrage breaks down when there is a tariff threat. Look at the spring period when copper flowed to the US, as investors were copper buyers looking to front-run tariff increases. We can see it in the warehouse receipts. Buy futures, take delivery, hold in approved warehouses, and await the tariff dislocation. This worked until the copper tariff clarification, which allowed prices to return to equilibrium. This is a clear reason for multiple markets trading different commodities.
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