As long as you have a valid US Amazon account, you should be able to buy eBooks without issue wherever in the world you are. What you can't buy is active content or video content. For that, you need a way around IP identification of physical location.
I bought several books yesterday without issue and I've never had that message on my Kindle or my computer when buying eBooks. I _do_ get it on my multimedia computer if I'm trying to buy or view a video and forget to turn on the VPN. (I use hidemyass.com, for what it's worth.)