province: an administrative region of an empire, governed for a distant king
This is the word's signature use, and most of its appearances cluster in the books set under the Persian Empire. A province here is a large slice of an empire, run on behalf of a king who lives far away. Esther opens by counting them: one hundred twenty-seven provinces stretching from India to Cush, each with its own governor, its own peoples, and its own languages, yet all answering to a single throne.
The picture is of a vast realm held together by paperwork and messengers. When a royal order goes out, it is copied into the script of every province and the language of every people, then carried by couriers so the same command takes effect everywhere on the same day. The returning exiles in Ezra and Nehemiah think of themselves the same way: as people of the province, a subject population living in a corner of someone else's empire.
The sense is administrative rather than ethnic. A province is a unit of governance drawn on a map by the central power, not a nation defined by blood or homeland. That is what makes the word so at home in the imperial setting of these books.