A composite key is often required in hiearchy

In the hierarchy, a city name is not sufficient to identify a city. A city name may be in two or more states/provinces. That's why we need to include state-province as part of the composite key (along with city) to uniquely identify a city. Similarly, we need to use both country-region and state-province as a composite key for identifying a state/province. That's the rational of the tutorial about on the composite key for the two attributes.