When Yeung Gor officially joined the ranks of the Greats at the end of ROCH, he was given the designation "West Passionate" - successor to his adoptive father, West Poison Au Yeung Fung. The title was more symbolic than literal because of all the places Yeung Gor visited, the west was probably not one of them.
Yeung Gor was born and spent his childhood in the town of Ga Hing in Gong Nam, in southern central China. From there, he went to Peach Blossom Island somewhere in the Pacific off the Chinese coast. After a few months on the island, he moved back to the mainland and to the northern central part of China where Mt. Chung Nam is located. His wanderings in subsequent years (including Mt. Hua, Dai Sing Kwan, Passionless Valley, and Seung Yeung Fortress/City) were all in central China.
We don't know exactly where Yeung Gor went during the sixteen year period when he was separated from Little Dragon Girl, but it's likely he spent most of his time near the Chinese Pacific coast, especially in the south. We know this because he trained his Heavy Iron Sword Technique in the waves of the ocean, which means he spent much time near the coast. Moreover, it was also said that during those sixteen years, Yeung Gor at least attempted to locate the South Sea Island where the mythical South Sea Divine Nun was said to have taken Little Dragon Girl; that also means that Yeung Gor was probably spending much time near the coast. Finally, Yeung Gor, born in Gong Nam, always told Little Dragon Girl that it was his dream to retire in the south where the weather was warm and he could swim every day. He obviously had a liking for the warmer climates of the south, so again, southern China seems to be his likely base of operations during the sixteen years. It's not impossible that he wandered to the west for a time during that period, but there's no indication that he did...or that he spent much time there even if he did.
Similarly, it's possible, but probably not likely that after he reunited with Little Dragon Girl, Yeung Gor migrated to the west with his wife post-ROCH.
Thus, the title "West" Passionate Yeung Gor, while appropriate for indicating his lineage with West Poison Au Yeung Fung, makes less sense when considering Yeung Gor's geographical locations.