A VPN won't solve the problem with a centralized exchange, as it requires a KYC to function properly. A user could simply have their account blocked for logging in from a "different" country where they aren't a tax resident. Or they'll demand proof of residence in the new country. This is most likely to happen when attempting to withdraw money from the exchange.
KYC is tied to your identity, not your IP.
Centralized exchanges only care about your passport, face identification and physical address. As long as you connect from the country that is not blacklisted by exchange there should be no problems.
People travel, move, use work VPNs, mobile networks, roaming, etc.
Exchanges see millions of IP changes every day.