All the VPN providers I've used let you select the endpoint from a dropdown menu. I'm not using a VPN to make it appear I'm in Russia, I'm using it as one of many tools to help further my browsing privacy.
My endpoint is one of 2 major cities that are close to me. Could I pick some random 3rd world country? Sure! That isn't the goal. The goal is to prevent my mostly static IP address from being tied to sites I use every day.
EDIT:
Small point of clarification:
All the VPN providers I use have custom or 3rd party software that allows you to select a location for the VPN. All of the VPN providers I've used also select the location with the lowest ping times as a default. I suspect most folks are just sticking with the defaults. I certainly haven't strayed outside the US/EU for any of my attempts. I have occasionally selected an EU location for specific sites not available in the US, where I live, but beyond that?