Unfortunately, if you don't have permission to download then you may be committing piracy. In this case, entire countries apparently don't have permission.
If the system is guessing location based on IP address, then granting permission based on that guess, then I expect their permission grant should be valid. How would a user know that they have bugs in their permission system?
If you connect directly first, are told "no", then bypass the system with a VPN: You probably understand that you aren't supposed to have access.
What will happen if you commit this type of piracy? I don't think there's a loss of revenue, or damages so pursuing pirates likely isn't worth it.
If you connect over a VPN with the purpose of circumventing geoblocking, it could be judged equivalent to copyright infringement in many jurisdictions.
If you just default to connect over VPN and weren’t aware that by doing so you now have access to content you otherwise would not be allowed to access in your area, you’re in the clear.
Morally of course I agree, I think the parent was wondering if this technically violates copyright law, though. It seems like it might if WaterBear doesn't have the right to distribute their content in your country for whatever reason.
Sorry, of course I did not mean in general but only in this specific context where the purpose is to spoof your location in order to circumvent location-based restrictions.