Ditto for using a VPN to unlock games early or redeem a region-locked key, even though there are no confirmed reports of Valve taking action against people using VPNs for reasons other than skirting region-specific pricing, since the SSA technically forbids using one at all.
Oh yeah, I definitely don't mess around with any region locked games. Might just be paranoia, but I think any VPN use would be more likely to raise a red flag on your account activity. Getting one good deal isn't worth risking my account for.