Running your own resolver helps but it's not the full picture. If the VPS provider is using anycast for their network infrastructure - not DNS, but the actual IP space - then your traffic gets hoovered into whichever POP announces the prefix best. BGP doesn't care about your DNS settings.
I saw this with a BuyVM instance years ago. Their anycasted IPs would land in Vegas for half the world regardless of where the actual VM was.
Check if your VPS IP is in an anycast range.
whois YOUR_IP | grep -i anycast sometimes hints at it.