I noticed similar things but never on wifi. I have used an Austrian sim card in other EU countries, and whenever I connect to a VPN server with the "Fastest" profile, it will connect me to an Austrian server every time.
I guess it makes sense but I still don't fully understand why local servers aren't considered faster. Anyway I never had an issue with wifi. Maybe you aren't actually connected to the wifi somehow?
I have the same reasons for using mull (Firefox fork). I love having an adblocker along side my VPN's ad block. I also hate the chromium UI/UX, mostly because the search bar is on the top of the screen.