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It is an odd rule. Can't work out why you don't build mechs at your base, as that is where your factions infrastructure is located. Instead you build it in the middle of a snow field, and the iron doesn't even need to be located in the hex you are building it in.
Off topic; I have seen it rather than "building" a new mech, that you are actually reclaiming/refurbishing one found in the wild with whatever you happen to have at hand. These giant looming mechs of a bygone era litter the landscape, and you've managed to cobble together a working piece of machinery. Kinda goes with the theme and backstory imo.