When I try to stream the stream provider detects that I am using VPN/proxy and blocks me.
Both ExpressVPN app and MikroTik set to use L2TP. However it might be that the specific settings of the L2TP setup on MikroTik are somewhat different.
How does the blocking look like? Do you get any error message somehow or the stream simply does not get through? Or does it start and in a few moments it is stopped?
As you are sure that the VPN assigns the same outer address to you regardless whether you run the L2TP client on your PC or on Mikrotik, the only explanation which comes to my mind is that it is not the streaming service which blocks you but merely an incorrect handling of frame/packet size.
L2TP/IPsec adds some overhead bytes (quite a lot of them) to the original plaintext packet, and if already the original packet was using the maximum permitted size of an Ethernet frame, it would not fit to another Ethernet frame after encapsulation into the L2TP/IPsec envelope. When the L2TP tunnel interface is up directly at the PC, this is not a problem as the TCP stack knows that already when opening the socket on that interface for transmission, but when the application sends the stream out from a normal Ethernet interface and the limitation of maximum packet size takes place further on the path (in this case, in your Mikrotik), the mechanism of MSS reduction may not work properly due to wrong firewall configuration or due to an issue of the Mikrotik software you use, and the packets won't get through from the LAN to the L2TP tunnel already at the Mikrotik.
What Mikrotik software version do you run?