I played with 6 players on the Brazil map, and we didn't go through the step 3. We used the 6 regions.
You used 6 regions instead of 5 as the Power Grid rules say?
But it wasn't the disapointing thing. The fact that it was possible to end without going in step 3. All cities had 2 houses :
1 player had 15 cities, 4 had 14 and one had 13. I would have prefered a temporarely blocked game,
If you were using 6 regions instead of 5, it does seem that there would be more cities available and less blocking...
EDITED TO ADD: Aha, I didn't realize the new power plant deck says to use 6 regions! Interesting...