JamesBond007: ...snip...
2. Use a Russian proxy server, login, add Age of Wonder
...snip...
6. Done. Regional pricing bypassed.
Well, if you'd use American proxy server, indeed you would bypass regional pricing. In your example you're actually cheating not to pay fairly but to pay less than everyone (including what people would pay if there were no regional prices at all).
Will you buy game the cheapest this way? Yes. Will you make GOG or publishers not use regional pricing? No - actually the most likely thing to came out of it is that if enough people will be doing it, either publisher will try to force GOG to lock accounts "traveling" between regions or simply take away their games from GOG.
I'd understand you doing it if the store didn't give a flying f*** about this problem, but GOG is refunding customers paying more for locally priced games from their own pockets.