The first time I went to China, I tried to pay for something with a debit card and my account got locked. I had to call the bank to OK it.
Subsequently, being in China has never been a problem, though I don't bother to tell the bank where I am at any given time.
On the other hand, after a trip to Georgia (the US state), my card information was apparently skimmed and used to make a fraudulent purchase, in Georgia, a week later. My legitimate purchases on the trip triggered no alarms, but the fraudulent one triggered a phone call to me alerting me that the bank had detected suspicious behavior on my account. I'm still amazed they could tell the difference.
The tl;dr: Apparently Amex have some algorithm that includes flights and road travel options. Doing a Canonball Run (very high speed driving from one side of the US to another) triggers that.
[1] Relevant portion starts at roughly https://youtu.be/HkZNddd9Pxc?t=354
I know they mitigate it by trying to claim it's a customer's money and not their responsibility, but that doesn't always work for them.
The people who really spend big bucks on this stuff are the ad-networks. Click-fraud is hugely costly to them, so determining "real" users (and the quality/type of user) is huge multi-billion dollar stuff. Creepy, but it works.