The location information comes from the network provider used for the sign-in, and it may correspond to the network central office rather than your actual location. If you are using a VPN or a hotspot, or certain kinds of privacy software this can affect the location shown as well.
Often such messages are the result of erasing your browser cookies, which eBay uses to keep track of whether the browser has been used to sign in to the same eBay account before. Changing your network IP-address can also cause such messages.
