US CItizens are prohibited to participate in ICO's to safeguard their citizens from fraud/scam. ICO's to keep themselves safe from any legal obligation, they now ask for KYC information before applying/or at the time of distribution of token. So you can't  bypass VPN to participate in ICO's.  doubt you have much to worry about if you're thinking of using a bypass (VPN, for example) for short-term participation.