That's what mine said too when I went direct to their checker.
But I use the Speed Test app and that shows a different IP address, one which links to Orange in the UK.
At the moment it's giving me 22.214.171.124, but that Ip2location site gives me 126.96.36.199. Google tells me I am on 188.8.131.52.
I am confused and frustrated.
I did several full restores yesterday, several times when the phone restarted it gave US as the defualt locaiton at startup, but this morning when I just did a settings wipe, it gave me the UK, and I thought that had fixed it. I didn't.
Gosh I thought I solved it then, one of the sites told me my app Onavo was creating a proxy. Deleting the app didn't help - may have to delete the profile which may be buried elsewhere on the phone. Oh, it's in the General tab under profiles - if you have a profile at all.
Cannot confirm if this works yet as I only have 2G at home but if you have Onavo, I think it's creating a proxy server connection (directing you to the USA). Delete the app, delete the profile and please let me know if it works for you!
Can't be more than 99% certain, but removing my Onavo profile has now given me a UK IP. Should work!