No worries mate.
If I Deny it, the game basically won't connect (not even to the lobby, I would say I have been disconnected from the servers), but it seems like it's forcing it to connect to Australia, which is fine when I play here, but when I was using it to get better ping in USA (usually connecting to WZ California Servers) it would let me search for lobbies there, now the matchmaking all the time starts searching with my Australian ping. I knew GeoFilter was working because when I would start searching for a match it would say "searching for a game < 160ms" (sometimes it could be more, check the screen capture, obviously it would depend on which USA server it would connect).
And this happened las Thursday, I was playing with my friends overseas, then the lobby got laggy and disconnected us, from there I wasn't able to use GeoFilter to point to USA