Do you use VPN proxy?
Specially If You are Country Where the laws not Crypto trader Friendly?
Do You hold Ur machine or wallet in better juridical locations?
I honestly don't recommend it especially if you are on a big exchange there's a high chance that they will detect you and close your account and worst thing is that they will confiscate your the fund in your account.
I agree, that might be the issue. Although VPN also provides better security and protection when you use exchanges it's not recommended. It's not worth to risk troubles with your account.
Also, I don't think that any country waists time and resources just to monitor their citizens who trade on exchanges.