That's a pretty nice message. Most sites that filter VPNs and proxies just kill the connection, give a generic error, or subject you to endless captchas.
So could everyone that blocks network traffic for various reasons, but usually they don't because they're not doing it in the primary application layer, but using a WAF or reverse proxy or something else in front of their application... and also most DGAF to cater specifically to the users they block.
Again, you're usually lucky to even get a return packet.
