May well be a bug (or a long-standing regression), as there definitely is information about the actual weather station, not just the country, if you open the ‘more information’ pulley menu.
EDIT: nah, looks like that field can only display either Country, or State and Country, but not the actual station.
The weather model has City and a locationid, but again not the station.
So there might be a bug that State is not pulled from Foreca(?) correctly, and a feature request to support and display the actual Station name.