The documentation could be outdated.
Repro step:
spx-netcore30-win-x64> ./spx config @region --set westus2
Output:
SPX - Azure Speech Service Command Console, Version 1.13

Copyright (c) 2020 Microsoft Corporation. All Rights Reserved.


"--set westus2" is invalid; missing @file, name, or value
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@imWildCat
Thanks for the feedback! We are currently investigating and will update you shortly.
@imWildCat Hi, I can not reproduce your error with westus2 region, it works fine for me. Please let me know more details. Since this is no error with the document, I am closing this ticket.

We will now proceed to close this thread. If there are further questions regarding this matter, please respond here and @YutongTie-MSFT and we will gladly continue the discussion.
@YutongTie-MSFT will check this tonight.
@YutongTie-MSFT I can still reproduce this issue:
spx-net471Screenshot:

Hi @imWildCat , try to run the command in a CMD, not in a PowerShell.
@Raijin56 Oh, I see. Thanks!