I encountered a minor bug last night. After having traveled from Massachusetts to Quebec, I got a notification from LingQ asking me if I wanted to change the time zone to (IIRC) Toronto time. At no point during my journey did I leave the eastern US/Canada time zone.
I simply responded “No” and I have experienced no adverse effects so far. But I thought I should mention it.
Short answer:
Actually, this would be important because of Daylight Savings time.
Longer answer: Daylight Savings Time - whether or not it is observed, and on which dates it begins/ends - differs depending on the jurisdiction. Even though the time zone is the same, the clock time might not be the same. Not all parts of Canada change their clocks twice a year. The parts of Canada which do observe Daylight Savings Time have tried to match the USA time changes, but sometimes when the USA government changes the date of springing up/falling back, parts of Canada take a little while to follow suit, and not all parts of Canada adjust their dates at the same time afterwards.
Edited spelling
I also got a time zone change notification when I travelled from France to Germany. In fact, we have the same time zone.
Again, you just never know if one country might adopt Daylight Savings Time (or some other hitherto unknown policy affecting the clocks) which might not be adopted by the other country (or at least at the same time, or simply decide to change its time zone.
It’s true that Germany and France are currently in the same time zone, but you never know when that could change. Looking at a map it certainly could happen someday.
It seems safer to change the time zone in the software based on jurisdiction and not just based on time zone.
I’m not a LingQ designer but I think that probably was a wise decision. Better safe than sorry.
That seems indeed a logical conclusion. However, I add another question. Aren’t these type of things built-in already in most OS?
For example, iOS takes care of Daylight Savings Time as well. With localization enabled, iOS adjusts already the time accordingly. If the app is connected to the system time, and there are no difference in time, why asking?
Plus, the app should adjust automatically the time zone taking care of the streaks as well. Science fiction? Probably!
Hadn’t thought of that.
Actually I have no idea how the software is figuring out all these things.
Why should France change its time zone? Last time, some Nazis were needed. And those were kicked out during WW2. And since then nobody in France changed that. So they seem to be quite happy with that. I guess the rest is now some EU thing, so France won’t act alone.
And so does my Kubuntu and also Windows.
Well, it could just adjust and then cut the day short. Not such a good thing if that are 10 hours less for example. That’s why it asks you, whether LingQ should change the time zone.
That’s just some JavaScript, reporting the system time. You can play around with that if you change the time zone in your operating system. And this is also useful if you need to extend your day. 
So the only question is why @Pr0metheus got this notification, if he didn’t change the time zone in his OS. Maybe it was a mobile thing. Phones adjust time zones automatically while desktops don’t.
As far as I know, today’s desktops change their time zones and daylight savings time automatically too. At least mine does.
But getting back to my original point (and to address issues raised in other posts), this was billed as a time zone change, not a daylight savings time change. The app thought I was moving from US/Canada Eastern time to Central time when I was not. Quebec is not Ontario.