I believe Dave looks a bit shy and has been acting awkwardly in your presence because he's trying to say:
I LOVE YOU!
This is because in each image the highlighted states/provinces/regions...
...all contain one letter in common, and in fact for the most part comprise a complete list of all regions of that country which contain that letter.
- Brazil:
Federative units: Bahia, Espírito Santo, Goiás, Minas Gerais, Paraíba, Piauí, Rio de Janeiro, Rio Grande do Norte, Rio Grande do Sul, Rondônia, Roraima, Sergipe, and Tocantins. All of these contain the letter 'I'.
(However, Distrito Federal and Santa Catarina are omitted, possibly either by mistake or by consulting a slightly different source list?)
- France:
Administrative regions: Auvergne-Rhône-Alpes, Centre-Val de Loire, Île-de-France, Nouvelle-Aquitaine, Pays de la Loire, and Provence-Alpes-Côte d'Azur. All of these contain the letter 'L'.
- Australia:
States and territories: New South Wales, Northern Territory, South Australia, and Victoria. All of these contain the letter 'O'.
(The tiny east-coast Jervis Bay Territory may also be shaded here - it's hard to tell because it's so small! However, the Australian Capital Territory has been omitted, possibly because it has been considered as merely 'ACT'.)
- Turkey:
Provinces: Artvin, Nevşehir, Sivas, Van, and Yalova. All of these contain the letter 'V'.
- Sweden:
Provinces: Ångermanland, Blekinge, Härjedalen, Medelpad, Närke, Norrbotten, Östergötland, Skåne, Södermanland, and Västerbotten. All of these contain the letter 'E'.
(Västergötland is not shaded, however.)
- Brazil (again):
This time, no federative units of Brazil are shaded at all, since none of these contain the letter 'Y' in their names! (While this is also the case for 'Q' and 'X', for example, context of the other letters we are extracting suggests we should use 'Y' here in order for the final message to make sense...)
- Germany:
Federated states: Mecklenburg-Vorpommern, and Schleswig-Holstein. Both of these contain the letter 'O'.
(However, Nordrhein-Westfalen is omitted here. As are three states which include 'Saxony in the name, but this may be explained if instead their German names are used, which feature 'Sachsen' in its place, thereby containing no 'O'.)
- Netherlands:
Provinces: Limburg, Utrecht, and Zuid-Holland. All of these contain the letter 'U'.
Overall then...
...taking these derived letters in sequence spells out 'I LOVE YOU'.
EDIT: While editing the puzzle text to add alt text to the images, I just now discovered another thing that adds credence to this being the OP's intention... It isn't immediately obvious from the 'front end' of the puzzle, but from the 'back end' you can see that there are spaces left between the first-and-second and fifth-and-sixth map images, splitting the maps into three groups of size 1, 4 and 3. (Highlight the images using your mouse and see for yourself.) This suggests that the intended answer is of three words of these lengths, which 'I LOVE YOU' certainly satisfies!
A hat-tip to @Randal'Thor for his answer, since it was by perusing the names in the lists he'd extracted that I was able to spot the commonalities.