Steam doesn't allow using a VPN to change your Steam region, so if you're hypothetically trying that, it's possible that it detected your VPN. The team and I don't recommend using a VPN to break Steam's T&Cs. However, if you need a VPN just to protect your connection, be it while gaming or doing anything online, you aren't breaking any rules. For that, it’s so important to choose a VPN with robust security, like IPv6 leak protection and an automatic kill switch. If you're moving or traveling for an extended period in a different country, you can change your Steam region after purchasing a game in your new place with a billing method from there. You will see the option once you view the cart or complete your purchase.