It is always hard, when introducing an indirection level, to decide if the business logic should be put inside it or not. So, your question is a really interesting one.
From the performance point of view, there are clearly no differences between the three solution, so the decision should be take looking at the architectural point of view.
I like most the second solution, since the separation between different regions should be clear to the SSIS developer. If we hide the UNION inside a view in the SQL database, then we will end up developing the SSIS package without having the knowledge that different sources are available. If, for example, you need to perform a slightly different processing the the EUROPEAN customers, then the best place where to make it is in the SSIS package. In order to do that, you need to have a separate flow for EUROPEAN in the SSIS package.
If you UNION all inside the SQL VIEW, then that processing need to be made inside the view and this is definitely not the right place where to carry on ETL steps.
Of course, this is my personal opinion, based on the few information I have about the system you are building. :)
Alberto
P.S. Hope you will enjoy reading it, let us know what you think about the book after having read it. :)