I ran into a situation where I left a VPN on my phone on and the Target app (US store Target) would pop up an alert "true".
I assume someone was detecting if you were using a VPN and testing and it somehow made it into production. I emailed them and never heard back.
Granted ... I get why a retailer with financial activity going on might want to know if a VPN was used to possibly apply extra scrutiny to the purchase.