some using your user ID to sign in near Milton Keynes

Hello, A few people seem to have been getting this message when signing into Apple account. Someone said, that the location that comes up will depend on your ISP egress point. The implication seemed to be that, if this is so, the message is nothing to worry about. You are not being hacked and it is okay to press allow rather than do not allow. I have done this and received a code which allowed me to proceed with sign in. But it all feels a bit wrong and I'm worrying that someone, unbeknownst to be, might be stealing all my data etc....

Anyone know anything more about this?