Over the past few years, there has been a great increase in websites using geoblocking. Half the local news sites in the USA block traffic from the EU for example, likely because they want to inject 300 advertising trackers in a manner that would violate EU law. I've been using Mullvad for years, and I am happy with it.
Sometimes lemmy.world blocks me from posting from it, which I am not happy with. They were even critical of its strict privacy stance, which I found to be a weird take from a fediverse project.