In the case of a ping you might think it shouldn't matter but I can imagine a world where a VPN provider configures a server in London to route traffic via Somalia only when a user establishes a connection to the "Somalia" address of the server. You could only test this if you did a traceroute/ping through the VPN.
And I'm not saying this is what's happening but if you just ping the IP from your infra, couldn't stuff like anycast potentially mess you up?
In the case of traceroutes, you only see the route your traffic takes to the VPN, you don't see the route it takes to get back to you, which I think is really important.