The only one I have become aware of is google, which affects gmail and youtube, because these go into the unusual login procedure whenever the IP address in VPN begins with a 77. They claim I am trying to log in from Czechia...
It is possible other sites are making the same assumption, but because they do not have the unusual login security concern, they are not flagging it up. Hotmail seems happy - they are the only other ones I would expect to have a concern. Banking apps seem OK. Various discussion forums do not seem to test for location. Ebay is happy that I am in the UK.
So Google really.