The first link goes into amazing detail on that. In short: all your information concerning location as well as current IP and some other metadata gets send to a basically unknown company with no transparency on how that data is handled.
I highly recommend reading the first, linked post though!
Because it’s basically axiomatic: ssh uses all keys it knows about. The system can’t tell you why it’s not using something it doesn’t know it should be able to use. You can give a -i for the certificate to check if it doesn’t know it because the content is broken or the location.
That said: this doesn’t make -v more useful for cases like this, just because there’s a reason!