You are logging in from a new location

Actually, you are wrong and that's some serious coincidence you've got there.

There is only one way to disable the security check and it isn't how you mentioned. It is by emailing support and asking them to disable it.

Think about what you're saying. By unchecking a box in the client, you are somehow telling the server to not check your location? Do you see a security problem with that?

The only thing unchecking that box does is make your client locally forget your login details. That's it.

I'm pretty sure I can't convince you without you trusting me on this, but trust me, I know what I'm talking about here. The ONLY way to disable location check is for Support to disable it for you. That's it (or use Steam which has their own).

In your case, either your location region never changes, or Support disabled it for you already and you don't remember. Only way to know which is to ask Support or try logging in from a different city/state.