The booklet that comes with the 2.22 DVD release states that Mari was born in England.
The thing is, I've learned a relatively long time ago that in Japanese, several of the words (usually of the loanword kind) that ultimately derive from the English word "England" are used to denote both the specific "home country" named "England" and the United Kingdom as a whole. And it does get used this way in anime; I remember one of the Negima OADs having one character use イギリス (Igirisu, from Portuguese "Inglez") to refer to the protagonist's homeland, yet it's also a known fact that the character in question hails specifically from Wales (his original-but-now-destroyed hometown and his current one are both located there), so it's obvious that the word was being used in the general "United Kingdom" sense. This, of course, reflects a similar phenomenon in Europe, the Americas and other countries, where "England" is erroneously treated as a synonym for "Britain" and "the United Kingdom".
So... What word did the booklet use? And are we sure that it really meant "England" rather than "United Kindgom"/"Britain"?