The BBC, and others, monitor those accessing the service and it shows up if many people are using the IP address which points to a VPN. They then block those IP addresses.
This will happen which ever system you use eventually. Those providing the service will change the IP address to get around it but this will, again, eventually be spotted.
If your one hasn't changed it yet, maybe try another VPN provider? Preferably to one you can the location yourself which will automatically alter the IP address and will take longer to flag up at the Beeb (or other broadcaster).
I have used different free VPNs but the amount of advertising and pop ups is annoying, especially in the middle of a programme. I use Express VPN as well and am still able to get the catch up.
Derek