How did MSN know where I am when I am using a VPN

Hello, somebody smarter than me needs to tell me where I am going wrong and not covering my bases. A little background, I always use a VPN when logging on to Eccie, OH2 or Seeking. I also use a Verizon Orbic 5G hotspot so I never get on the Internet via my work or home Wifi. Also, using a new laptop of only about 3 weeks, if this matters.

So I get home tonight, fire up the laptop and log into Costa Rico. OH2 has some issues and I usually have to have a foreign port in order to not get the "Your IP address is blocked". I log into the three aforementioned sites and browse and then log off. FWIW, my yahoo was coming up in Spanish, which I chose the "Translate" option to log into my hobby email.

Then I go to check the daily headlines on MSN and receive a message in the top right something to the affect "Do you want to verify "my local city" as your location"? WTF! It was "my local city"??!!

Where / how did MSN know my local city? I checked immediately that my VPN (PIA, by the way) was still connected to Costa Rica (thinking maybe it had dropped) and connection still good.

Any thoughts? Feel free to PM.

Edit: on the websites I was using MS Edge in Incognito mode. Using MSN I was probably using Chrome and not Private browsing, if it matters.

Unit 12
Ip's are geographically assigned. All a VPN does is take the IP you get from home, translate it to another in the area the VPN gateway is and that is how you appear to sites as being in another location.