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How can a DNS return the closest CDN Proxy when it is cached

In the example in In-depth Investigation of CDN: Part 1, the text says “Depending on the location of the user, the response of the DNS can be different. Let’s see the slides below to understand how DNS redirection works:”.
How dose this work, as the DSN is static, set to a list of IP’s, and is cached by all the DNS provides such as our ISP, Google or my Pi-Hole. I understand that i can get a list of IP’s where one of them is London, another may be Washington and Paris. Must the client not have some kind of knowledge about which to select?