Location settings
When I use Apple ID & password to login it shows my device is being logged into a device near Chicago and don’t live in that state..
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If this is an e-mail you received, or a popup on the screen, about the time you were actually logging in, there is probably nothing to worry about. The location in the e-mail is where your ISP reported it. If their servers are in a location distant from you, there will be a large error.