Can’t say anything about China, but why do you think vpn’s are illegal in Russia? Sure, the big vpn companies inside the country might be influenced by the government to limit your access to some banned websites. However, you can freely use a vpn if you wish.
Again, I remind you that you could always set up your own vpn server for personal use.
Use i3-wm with linux and it’s gonna be the only key you use :p
Also it is useful in Windows. I find myself using it in combination with D (minimize all windows) and L (lock the screen), or just by itself to search for apps.