connection to servers from different countries

I have been looking for an answer to this question for a while now and I am very confused. Whatever it is, here is the problem that I encounter. Whenever I try to play a game, it always connects me to servers that are not in Australia. I have tried to change several location settings in the settings of games / windows. I am really confused as to why because I have no sort of VPN running. This is all the info that I have on the problem any help would be appreciated.