I wanted to create another base somewhere in Europe, but am unable to?
Is this because your limited to only creating 1 foreign base?
Yes, indeed.
In the world selection screen there is a column labeled "Focus Cities [Foreign] Total." Under that you'll see something like "[1] 7." The number between brackets is how many foreign (i.e., outside your starting region) you may have. In this example it would be just one foreign base.
Also note that, towards the limit, a foreign base counts as 2. So, when you see something like "[1] 7" that means you can have a total of 7 bases in your starting continent
or 1 foreign base and only 5 further bases.