There is a thread on the China destination forum about CTrip which is effectively trip.com with discussion about how the user’s country setting occasionally affects some of the pricing. My own answer to your question is; unlikely but possible. I cannot think of one example though.

The way to make using “Spain” to save money for a trip with KLM to Japan is to start your journey and physically begin your trip from Spain.
On this theoretical trip, for the return journey, so long as you can avoid your luggage being sent through to Spain (a ticket requiring an overnight layover in AMS would make it easy) you can ditch the last segment and terminate your journey prematurely.

I don’t use VPNs myself, my husband got one because he had to stay in China for an extended business stay and trying to then unsubscribe became a prolonged and deeply unwelcome irritation.