By default, MetaMask accesses the blockchain via Infura, which is unavailable to persons in certain jurisdictions due to specific comprehensive sanctions programs enacted by the U.S. government.
Attempts to use MetaMask in one of those jurisdictions may therefore generate the following error message:
Assuming you are indeed using Infura (MetaMask uses it by default), in this context 'blockchain host' refers to Infura.
MetaMask is distributed for free and designed to be customized, so a user can decide to use Ethereum nodes other than those operated by Infura, or nodes relating to entirely different blockchains such as Binance Smart Chain and the Polygon network. It is entirely up to the MetaMask user.