Where can I find geography-indexed CPI benchmarks?

Liftoff shares some nice benchmark reports. Also you can check Adjust, Tenjin, Appslyer reports. You can find retention rates and ARPU data there. 

To my knowledge, you can't find reliable benchmarks for this data anywhere.

First, CPI is too dependent on ad performance for it to be meaningful at the geo level.

Second, CPM is dependent on the traffic that is being targeted.

The closest thing would be MoPub's quarterly report, which surfaces indexed quarterly CPM changes by geo. Nanigans also publishes some data around this for Facebook.