Although the Out-GridView cmdlet existed in PowerShell version 2.0, you’ll need PowerShell version 3.0 to use it as shown in this blog article. The OutputMode parameter of Out-GridView which is used in this blog article was added in PowerShell version 3.0. Also, Out-GridView can only be used on operating systems with a GUI (it cannot be used on server core).
As far as I know, there’s no way to set a default region in Azure like there is with the AWS Initialize-AWSDefaultConfiguration cmdlet. I guess if you really wanted to set a default, you could always use $PSDefaultParameterValues to set a default value for the Location parameter for the cmdlets that require it.
Out-GridView is great for what it is: an easy UI within Powershell, with sorting and filtering built in.