In reply to aln:
Are you on a phone or tablet? Location comes form the device (via GPS / WiFi / IP address, roughly in that order). I use a VPN to access my work network, and location features on my ipad and android phones always report my correct address, but if I were to start Netflix I would get the UK version.
Edit : VPN is not really about privacy when browsing, it's about securing the data between you and the VPN host. If you want privacy you need anonymous browsing (like Chrome's incognito mode), a VPN to a host that won't log what you're browsing.
Post edited at 09:05