I was very nearly written up at my previous position because I started to complain to management that we were selling paid VPN to residential customers basically claiming exactly that, and I felt it was in poor business practice. Their response was "Has anyone asked you how exactly it works?" to which the answer was no, not really. Which, I mean, is sort of the selling point... sell to ignorant users...
We stopped selling it not long after largely because it was causing too many problems for older people when certain secure sites would stop working, and showing them how to turn it on/off was too frustrating for them.
That all said, there HAVE been instances of people getting in trouble for using a VPN, but the worst case scenario is you just contact support and just explain it. I have seen in the past that Blizzard recommends having on
file that you use a VPN so they don't think it's account sharing. Then again, game has been around for over a decade so their stance may be looser now. Either way, I'd say it's safe. I'm under the impression Overwatch is more strict about it but the same applies. It's not
not allowed but issues have happened before.
Then again, if you are actually violating some law or something, ie: playing a game that isn't allowed in your country, that's a different story.
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I Guess the other question is: What is 'this game'? When you say 'join with a friend' what does that mean? Are they hosting?