As you say, companies like Netflix have a strong interest in detecting if their users are using a VPN, so I'm sure that VPN detection is a full field of study unto itself, and I am not an expert, but I can theorize.
How do VPNs work?
Wikipedia gives a good overview. Basically, normal networking works something like this:
Laptop -> local router -> ISP -> Website
Meaning that when the website inspects your IP address, they see the IP that your ISP is sending your outbound traffic from.
With a VPN your network flow will look something like this:
Laptop -> local router -> Your ISP -> VPN Server -> VPN's ISP -> Website
In this setup, the website sees the IP address associated with the VPN server's ISP.
Disclaimer: Here I am definitely not an expert.
From a quick google for "vpn detection" most of the sites that come up offering me this service seem to be GeoIP databases; so I'm guessing that they have built a list of IP addresses that are known to belong to the major VPN vendors.
... but what if you're not using one of the major VPN vendors?
Using your own VPN
Windows app, then all bets are off, but if the app is running in a sandbox like a browser, or non-rooted Android or iOS with no special permissions given to the app, then some of this more invasive fingerprinting might be blocked. This is an interesting research question that I imagine is ongoing an evolving!