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.
Maybe the exchange itself monitor those stuffs to report their activities to their certain government. But it is nit going to give any benefits to the users only maybe helpful.to increase the number of crypto users from certain region for whatever purposes, intentionally.