That's a pretty nice message. Most sites that filter VPNs and proxies just kill the connection, give a generic error, or subject you to endless captchas.
Again, you're usually lucky to even get a return packet.
Every so often they sneak in new blocks of IP addresses though so you're playing whack-a-mole with a particularly scummy opponent.
https://www.cloudflare.com/en-au/ips/
Or if you prefer: