Howdy mfagan622,
Unfortunately, given how VPNs work, they are bouncing your requests through some other location, so our servers running GeoIP can only see the VPN’s requests. Our system has no way to detect it’s getting hit by a VPN. Some VPNs have configurable setups like reverse proxies that allow the VPN to forward on location headers from the original request, if that is configurable, that would be my suggestion, however that will largely depend on why you are using a VPN. Some users use VPNs to actively avoid location detection, however if you’re company is doing it primarily for security, it may be reasonable to forward on those headers.
Ultimately this will be an issue with the VPN configuration. A great example is how Akamai uses True_Client_IP HTTP headers to proxy traffic with the original requestor’s true IP. I believe Cloudflare uses a similar solution.
I hope that helps. We can improve the documentation around VPNs with GeoIP in a future update.