I understand what you mean, but those who need to activate their devices or update relevant apps to continue using them are still free to use VPN to avoid any potential blocks by Ledger. The same applies to those who wish to send transactions to sanctioned addresses, all they need to do is choose the right VPN server. A jumpscare is not the real threat. 
You have a serious problem if you think that using VPN is going to help you with ledger compliance and other crap 
Ledger's public commitment to blocking sanctioned transactions is merely the proactive step to cover their ass from facing similar sanctions.
Who told you that?Blocking transaction in wallet means they are working with government, simple as that.
They are making a dangerous first step witht their compliance crap that can be followed by other wallets and manufacturers.
Ledger is a poison aka virus that can easily spread.