They're being considerate by using your IP. They're not a EU company. They have no obligation or requirement to respect the EU laws, so them adding that feature

They're being considerate by using your IP. They're not a EU company. They have no obligation or requirement to respect the EU laws, so them adding that feature is them at least acknowledging the EU has regulations they do not follow. If you want to circumvent that by using a VPN and deceive their servers, go ahead. While sure, under the GDPR that would still hold them liable, they're not located in the EU and therefore have no reason to spend the extra effort to find extra ways to try and prevent you from accessing their content.