Have a separate small travel router with embedded VPN support to connect printer to Wi-fi hotspot with whatever region it wants to see.
It's not HP's or any other vendor's business to know where you are. This is an easy solution to this.
I have a few routers at home with a separate Wifi hotspot each configured for separate country to avoid exactly this nonsense for different services.
Advantage of this approach is you can travel with a small travel router all over the world while feeding each of the service with a consistent country location.
Doesn't sound like it has to be online if they're blocking it using a VPN. But probably it phones home opportunistically, similar to modern TVs and most other "smart" stuff.
I have about 5 of these at home, each configured at different subnet and VPN for different country. One i always take with me while traveling to securely connect via shady hotel Wi-Fi's.
You can even go crazy with it - install ZeroTier directly in the router by typing few commands and access low-level config of the router from anywhere.
It's not HP's or any other vendor's business to know where you are. This is an easy solution to this.
I have a few routers at home with a separate Wifi hotspot each configured for separate country to avoid exactly this nonsense for different services.
Advantage of this approach is you can travel with a small travel router all over the world while feeding each of the service with a consistent country location.
Added privacy is a benefit.