Login attempt from another country" is the exact thing that finally got me to buy one too. I mean, I spent weeks calling it a paranoid tax. Now I feel like my past self was just begging to get his digital life turned inside out. It's a special kind of humble pie when the overkill purchase saves you before the box is even recycled.
Wait, it stopped a login attempt before you even threw the box away? That's insane. So you got the alert, then the key thing blocked it, all while the packaging was still sitting there? Tbh that's the fastest return on investment I've ever heard of. Makes my old password list look like a welcome mat.
My buddy had his new key block a login from some random city while he was still peeling the shipping tape off. He said it felt like buying a fire extinguisher and putting out a grease fire on the way home from the store.