Let's say the game costs 10 times less in Russia. You ask Russian friend to buy it for you but you send him twice the amount required. That means you both got the game for 1/5th of the U.S.A. price. The game creators and Steam lose.
Which is exactly what's supposed to happen. If it's economically feasible for the game creators and Steam to sell games at 10% of the price in Russia, there's one of either two things happening:
1) The price they're selling for in Russa is sufficient to recoup their costs, and they're gouging Americans
2) They're forcing US customers to subsidise low Russian prices
"Region Locking" is really just digital protectionism. It's a way to let companies reap the benefits of globalism, while locking consumers out from doing the same. Companies are allowed to source widget/labour from countries overseas with smaller economies, but as soon as consumers do the same, it's time to start playing legal/technical games to keep them out.