Lets all not forget that the IP database of location data - is far from perfect..
Having a bitch of time trying to get maxmind to update theirs.. A /24 off our /16 they kept saying was in Malaysia.. When clearly its in the US.. Tried for months to get them to correct via their forms with little luck, until it became moot when we no longer proxied data web traffic through that connection.
As to what vpn service your using.. Unless you got one that allows you to pick your endpoint location and country and you did.. And just using it to mask your traffic from your local isp then sure the endpoint could be almost anywhere does not matter where the HQ of the company is, etc. If your having a issue with your VPN ip now showing the origin country that you want for its IP, then you should get with your vpn provider..
Again - geoip information is not an exact science ;)
This is not TV where they get an IP and lookup that is located in the bedroom of the house on 123 Street on the 2nd floor hehehehe