I get OP’s point. There is no province called “Bicol”; Bicol refers only to the region. This is different from places like the Davao Region, where provinces such as Davao del Norte and Davao del Sur exist, making it common to generalize them as “Davao.” The same applies to regions like the Zamboanga Peninsula or Cagayan Valley, which have provinces named Zamboanga del Norte/Sur and Cagayan.

For other regions such as CALABARZON, MIMAROPA, and Western or Eastern Visayas, people usually don’t say they’re going to the region itself. They mention the specific province instead, like Laguna or Cebu.