May 2017
As long as you're not using the VPN to buy a game from a cheaper region there wouldn't be a problem (for example using a Russian VPN server to get games at the much cheaper prices).
If for example you used a VPN to unlock a game you've already purchased (from your own region) earlier than your own region's release, while it IS technically against the rules, EA Community staff have posted a few times on here saying that although it is against the rules they don't take action against people for it - many people, including me I'll admit, have done so without issue. Of course given that it is against the rules that could change at any time.
If it's just connected while playing a game or simply having Origin running then again there would be no issue there.
Though regarding Steam I've accidentally had a VPN connected many times and never had any problems. I think in reality, much like EA they won't actually take action unless used to exploit regional pricing differences.
