When I use some site other than 'Optimal location' city, country I get a true originating vpn address most every time.
If I use default 'Optimal location' city, country I someimes see what you've seen. Easy enough to change IP address using Optimal location. Just disconnect and reconnect.
For examples see below:
You'll note Brazil is a hosting isp on the fourth .png attached. This would be something like you connecting to Czech Republic, which, btw, I've also seen using Optimal location by default. So it is not always Chicago IL, it can be Kansas. EDIT: Kansas or other location.
A second post follows below with an attachment for Kansas.