If you’re wanting to block your network from accessing countries external to the US, it may be better for you to use the self-hosted version of Bitwarden instead
CDNs such as Cloudflare are global so firewalls can block their IPs even if the IP is registered in the US. 104.18.12.33 for example is registered in both US and Canada according to ipapi.co and ip2location.com
Depending on your use case you may have gotten the firewall rules the wrong way around. Inbound geo-blocking is more common than outbound is, but there are use cases for it 