I've not looked into it but I suspect this uses eligibilityd, the same thing that does the location based checks to see if EU users can use 3rd party app stores.

From what I remember it uses a combination of things like your current GPS location, your SIM cards reported country and more to determine what country you're really in to restrict certain features.

So it's not as simple as swapping your location in settings, or even traveling to somewhere in the EU, theres a certain sticky-ness to what your device thinks is your current country.

Edit: bit more info on eligibilityd here https://theapplewiki.com/wiki/Eligibility#eligibilityd