IP addresses aren't linked to a complete street address, and many times don't even show the right town, especially those on CG-NAT or a plain ol' direct public dynamic address. I have seen some IPs, like on AT&T and Comcast home Internet, showing a different state.
So in many cases, you don't need a VPN to prevent revealing your actual geographic location.
I honestly don't understand why any game is even checking if secure boot is enabled.
If anything it's for the OS to care about that, not individual programs. Afaik, secure boot doesn't (on it's own) prevent the running of arbitrary software, so how is it actually preventing cheating?
So in many cases, you don't need a VPN to prevent revealing your actual geographic location.