This is sort of the airline version of dynamic currency conversion, a diabolical practice where the vendor changes the currency instead of your credit card. An airline has most of their expenses in their home country. When they sell a ticket priced in a foreign currency, they apply their own conversion rate, which may not be as favorable as your credit card.
You may not need to use a vpn to try this out, just go to the airlines website and change the currency, if that is an option.