noticed that the rooms are automatically separated to different lobbies. How to make it so that all rooms from all over the world are in the same lobby?
You chose one region and only use that.
Regions are completely separated by design. Users who are very far from a region, will have bad pings more likely and won't be a good fit in matchmaking anyways. Also, they are often playing at different times (in general - I am aware there are plenty of exceptions).
There is a bit to know about regions. You can even add more after the release of your game.
Check out the Regions doc.