You misunderstand. When they "ban VPNs", it's not that the VPN police will be patrolling your neighborhood trying to catch you using Mulvad or whatever. Instead, the AG will send a letter to the VPN provider, threatening to prosecute them for selling an illegal service. And they will comply and shut down. Once the commercial services are gone, it won't matter that you could hide your own VPN usage in a practical sense, because 1 in 100 people have the resources, technical expertise, and time to set up their own VPN server offshore. Furthermore, it may be cost prohibitive... I'm spending $3/month or so. I can't spend $250/month on this. And if I could, it will just break more often, I won't get the 99% uptime I usually get either.

Something that's extraordinarily low effort will become exceedingly high effort, and this will achieve their goals.