I don’t live in EU, why is VAT added on the checkout to the purchase price?

The system for detecting your country depends on the geolocation system to determine from which country the purchase is made. This is mostly done through IP country detection. But, if you are using a VPN service and you set VPN to mask your IP with some EU country, during checkout, you will be detected in that country, and VAT will be added. When making a purchase, do not use a VPN.

Finally, a lot more countries all around the world have VAT on online purchase (it may have different name, but it is essentially the same). More about that you can learn in following article.