The internet isn't. Goverments are.

Seems to be mostly because VPNs make it a bit harder (but by far not impossible, no matter what the ads say) to link online activity to a specific person. They say they need that, as well as weaker encryption to find and punish illegal activities. Mostly related to terrorism or children. I'll leave it to the more conspiracy minded folks to figure out the actual reason.

Using a VPN limits the amount of data collection a service can obtain about your IP and location for their analytics and targeted advertising.

Some websites will blacklist known IP addresses provided by VPNs (or require you to log in) because it’s easier than trying to discern the malicious users using that same address from genuine ones.

Some content is only available in certain regions, and sometimes that is bound by legal agreements and licenses. Providers don’t want anyone circumventing that.

thanks for that

I get a message about suspicious activity from my browser when perusing the schedule at a local club…

when trying to track packages online, those pages refuse to load unless the VPN is disabled…

I’m guessing these are private entities upset that they can’t extract more data from my online activity

A lot of scammers and bots us VPNs. Or sometimes VPNs look like bots with the amount of traffic coming from a single IP. So some sites make things difficult or impossible with VPNs. It's annoying as fuck. Especially since there are better ways to handle that.

If you're using public wifi, that could introduce a lot of other issues. They may be running custom DNS to block traffic and be more restrictive. If you're on your phone network, may be worth contacting your provider to ask wtf is going on or set your DNS to something unrestrictive, like opendns or quad9.