I definitely agree with you.
If you use VPN services to circumvent the law, then you are exposing yourself to future litigation given that you are doing something which is prohibited by law. There is this hanging sword of Damocles looming around which can put you both criminally and civilly liable in the future.
The very fact that they prohibit using VPN is already complete absurdity. After all, absolutely any resource can be added to the list of prohibited sites. Well, if you don’t like the Wikipedia site, for example, then you can’t access it any other way except with a VPN. This is the case in my country today. Imagine the level of insanity of those in power. They don’t even let you read an encyclopedia. This is beyond good and evil. Therefore, some steps need to be taken, right? Yes, it’s a risk, but nothing can be done about it. And soon they will start burning books.