Hi! This is an idiomatic expression in English. It’s usually used to denote that someone is from an area that is far away. It can also be used to talk about things. “This chocolate comes all the way from Germany!” Meaning: (this chocolate comes from somewhere far away from us)

Sorry you live in the UK, but my explanation still applies.

You come from the Philippines.... where you were born and raised I should imagine. Also, the Philippines is a long way from' (a great distance from, many miles from) the USA