You can verify the location using https://mullvad.net/check . There are a number of different geolocation databases and it can take some time before they get the correct information and for the websites to update to the latest version of it.
When connected to Los Angeles or New York some websites show the location as Romania. You can use another city like Chicago instead.
When connected to London some websites show the location as Sweden. You can use gb1 or gb6 in London or any of the Manchester servers instead.
How: You can select a specific server in the app by using the down-arrow on the right side of the country and city.