Hi Shanta,
Due to several reasons (background estimation and multiple hypothesis testing, specifically), it is expected to have differences when you start with regions of different size. Or when you run it per chr vs genome-wide.
The "best" choice is to input what you are interested in or ask only the question that you are interested in answering - just like any other hypothesis testing setting. If you are interested in identifying loops within a 5Mb region then only input that.
If you care about a specific chr then just use it and nothing else.
I hope this helps.