VPNs only "directs" your connection better, SE doesn't run your ISP or control how they do their hops - so if a VPN fixes your issue, that means you need to talk with your ISP to see what's going on inbetween you/them and SE's datacenter.
Fyi, while being sarcastic you forget to mention that lots of people actually have to use VPNs to access certain online games due to region lockouts. :)
