lol region lock for each country/region is different.. if it doesnt need a vpn to launch for a malaysian copy doesnt mean it wont need one for russian. Game copy from each region store has a different code.
As for the other part, every steam game becomes region free after it has been in your library for a while and then you can play it whenever you want, wherever you want without a vpn. Usually its like 2-3 months but sometimes can even take as long as 6-10 months.
If it was a MP game, you shouldnt have even tried it in the first place because MOST multiplayer games have another layer of region restriction as well. Those who own the Russian/CIS copies can only play with users from the same region or those who have the Russian/CIS copies. For future reference, steam amped up its region locking policy last year so now its a very risky move to buy games from another region. If possible, return the game for a refund and buy it from somewhere else because playing online with a VPN has a very high chance of getting you flagged