How can it be that I can not register on a website while the VPN is on?

I'm having trouble setting up an account on a website (https://etsy.com).
I have tried different browsers and disabled all my plugins without success.

I'm using a VPN service that automatically turns on when I start my PC. My last attempt was to turn off my VPN, and that was the trick, I was able to register an account.

I find that very strange, does anyone have an explanation why that is?