I don't see how VPN would help. This is an app, not a web page.
The icon indicates the app is not compatible with Sierra (icon is overlaid with the circle-plus-diagonal-line, which indicates incompatibility). That has nothing to do with your location.
The Weather Network web site currently has links for mobile and tablet apps, TV apps, and a Windows 8 app - no Mac app. Considering that even the Windows app hasn't been updated since Windows 8, I'd say The Weather Network decided creating apps for desktop operating systems wasn't worthwhile.
The situation is essentially the same with The Weather Channel here in the US. Mobile apps are available. There's an app for Windows Phone that will also run on Windows 10 desktop. Nothing for Mac.
My interpretation is that these companies want you to view the web site if you have a PC/Mac, so they can show you more ads. A compact, little window in the corner of your screen doesn't suit their commercial interests.