Usually roaming overseas, you are assigned a US IP address and your traffic is routed back to the US first, making it appear as if you’re in the US for these purposes.
Otherwise (especially on Wi-Fi), you will need a standalone VPN service. The Fi VPN specifically doesn’t route your traffic through the US- it routes it to the closest Google servers to your location
If you were roaming on mobile data that’s expected behavior. If you were connected to wifi, it should have routed your traffic locally. The google VPN documentation is pretty explicit that it won’t bypass location blocks.