This is about ping though, so presumably ICMP packets. There is no content to cache as the request is sent with random data that must be sent back in the reply.
It is very unlikely that VPN providers use convoluted caching systems just to make their ping replies appear to come from a different region than the one they claim to be in. It would be much more likely for them to add a little latency to their responses to make them more plausible, instead.