In which country, the biggest sporting event of Southeast Asia “Southeast Asian Games” was held?

The correct answer is Vietnam.

The Southeast Asian Games (also known as the SEA Games) is a biennial multi-sport event involving participants from the current 11 countries of Southeast Asia. The games are under the regulation of the Southeast Asian Games Federation with supervision by the International Olympic Committee (IOC) and the Olympic Council of Asia.
Among the options provided, Vietnam is a Southeast Asian nation and has hosted this prestigious regional sporting event (most recently hosting the 31st Southeast Asian Games in Hanoi in 2022). The other options listed (Australia, New Zealand, Netherlands, and China) are not part of Southeast Asia and therefore do not host or participate in the Southeast Asian Games.