Maybe they were using a VPN proxy?
While I agree that it's unlikely that they would serve NY customers from Romania, you will definitely see weird results from Geolocation services when going through some VPN providers.
That's a bizarre capability for a system that is as incompetent as has been seen.
I wonder if CDNs can be used as "standard candles" for in-page scripts to measure latencies to multiple known network locations and infer a position from there across multiple sessions with different exit points. How many exit-point/latency pairs would I need to figure out the actual origin of a request?