A news update from Steamdb indicates that Steam are taking measures to restrict users who use a VPN to try to purchase video games with prices ofter lowe than the users own own country.

The countermeasure is simple: STEAM now requires users who have migrated the location of their store, to pay with a payment method corresponding to the local currency of the country.

A few years ago STEAM banned users who migrated to the Russian version of the store to buy games.  The terms of conditions of Steam say the following: Valve has recently made changing your store country more strict, which requires completing a purchase using a payment method from that country. This should hinder the ability of using VPNs to buy games cheaper.