So much like China then. Fine for email getting through on all@internationalcompany.com from the Chinese office, just an added hassle for the IT department to setup.
Then you would be fine if your VPN provider:
a) either relies only on ISPs following Russian laws;
b) or technically enforces restrictions specified in Russian blacklist.
or c) you use VPN provided by your company and it's used for work. If you can access restricted sites with it, neither you nor your company is responsible.