And sure, they could add x finegrained error messages, but I doubt there are too many people who have this setup, that this is remotely a priority.
There is something called setting priorities. And most do so by marketshare and not idealistic reasons.
(while I actually had great pain, to still support FF out of said idealistic reasons btw.)
Because without a VPN, I am naturally "leaking" my IP, as this is how the internet works?
But still, if you are deliberately deactivating parts of your browser, I think it is strange to complain, that websites missunderstand you. Especially sites that aim for the masses. Because the error is mainly on your side.