but I have been assuming this is because my VPN shows me in Europe.

Glad you found the info yourself, but your version of Windows will still register as a US version. Being behind a VPN doesn’t change your OS fingerprints, especially since a VPN is layered on top of your OS, and MS essentially has direct access to your OS underneath that VPN layer. Unless you’re running your VPN on your router and all your traffic in and out of your router is pushed through the VPN, then it might make a bit of a difference.