Yes different streaming services have different levels of caring where you're located, and ways of detecting it. For example a personal success was to watch a show on Channel 4 (UK) from the US, they don't seem to be super strict about it.Doesn't this streaming via VPN depend on device and service? I can connect my iPhone to a VPN server back at my house but Xfinity Stream still knows the iPhone is in Puerto Rico or wherever thus preventing its use. On my old MacBook it works but I have to change my location and time zone manually on it back to our home's. If I want to use a Chromecast with that setup, the Chromecast has to be going through the tunnel back to the house, also.
Also different VPN services may work better or worse too, some of them specifically advertise "works with Netflix"