iOS up to at least version 16 has leaked VPN traffic for years. If you only turned on the VPN to make the purchase, that might be how Amazon still knew where you were. The only workaround (always-on VPN mode) apparently is an enterprise feature in iOS that most users don't have access to.
Alternatively, since it worked on a desktop, your VPN's mobile version or iOS support may be flawed. The ones I hear the most about from privacy advocates are Mullvad VPN, IVPN, and Proton VPN. If it's a free VPN, well, you get what you pay for. If it's one of the ones I mentioned, they might be interested to work with you to figure out how Amazon was bypassing them, if the issue can still be replicated, or they might already know.