From my experience with using a secure connection with a VPN service such as express vpn and nord vpn, I noticed that some sites that I use really dislike the VPN connection and make it difficult for me in many ways. One site I like to use moderately shows up a message that my ip address has been banned so I need to delete the cookies of that site and login again with another ip address. I sometimes get issues with streaming too which is annoying!
Because VPNs block all spyware and the trackers sites use to steal and sell your information to criminals for profit
Some sites, in particular streaming sites, may not have the rights to provide content to users in certain countries (this is due to copyright restrictions from the content creator). As you’re using a VPN, the site can’t do a reverse lookup to verify your location, so they block you.