Do you leave in a border area where the device could be getting its time zone from different towers in different time zones? Your device is probably configured for automatic time zone updates. You can go to Date and Time settings and turn off the auto-time zone feature. In OS6, just type "time zone" into universal search, or go to Options > Display > Date and Time.
I have the same issue. My device randomly asks me if I've moved to the Eastern time zone, or Mexico. Since I'm in Texas (and about dead center in the Central time zone) this is odd.
I just tell it no every time it asks and ignore it. Happens a couple times a month. I'm going to GUESS there is some glitch in the wireless network? I'm on Sprint if that helps.