When you import a large statewide system, Sentinel brings in everything as you've seen. There are two ways of dealing with this.
One is once imported in Sentinel, you can delete all the "not applicable" sites and departments. It's a little labor intensive for these big systems. Alternatively you can set these "N/A" sites and departments to be avoided. Yet another way is to set up a Quick Key System for them.
If it was me, however, I'd simply set the Location Control to On for the Favorites List. That way the scanner would use the location you set (with the zip code button) and turn off the sites and departments too far away to monitor. That way if you go elsewhere with your scanner, the other parts of the state will still be accessible by just changing your location.