Au Québec?

Question

________ Québec, on fête Noël à la française. In Quebec, we celebrate Christmas the French way.
The answer is AU, but why? Quebec is a not a country nor continent. Why not DANS LE? As for region/states/counties

Maarten Kamp · Accepted Answer

Malin, 
Québec is treated grammatically as a country - historical reasons most likely I suspect, although haven't sought to confirm this.  
https://en.wikipedia.org/wiki/History_of_Quebec_French
 From the lesson you linked :
    "  Note that Le Québec behaves like a country, even though it's a province:
       Martine habite au Québec. Martine lives in Quebec.  "