No, it's not safe if the application was downloaded from another place other than its official website. It's normal for social networks to indicate suspicious activity when you're using a proxy server located in another country. The scripts are designed in a way to understand that a person can't be in two places at the same time or in another distant place in a short time.
However, it's possible that you downloaded a virus and because of that, the social network might indicate the activity.
Always download the application from its official website: https://s3.amazonaws.com/0ubz-2q11-gi9y/en.html