Why is my VPN on and a certain website is still able to pinpoint my exact location, what could cause this?

Your device's Location Services may be the reason the website knows your location. You can enable location services through your phone. This process doesn't rely on the internet, which might be masked by the VPN: instead, it operates through the cell phone tower. The VPNs are primarily to mask IP addresses and to be used when connected to public Wi-Fi to keep you safe.