I chain my VPN to a VPS where it’s then two hops through a local tunnel and two more through two other countries. The point is I like the VPS + local tunnels because it never seems like the traffic is leaving the country.

Were I living in one of the crazy states I’d still want at least my first hop to seem like it’s in the same state. I don’t like raising eyebrows by having traffic look like it’s going out of state or out of country.