teceem: I still wouldn't consider blocking certain keys because of regional pricing as "geoblocking". They're not blocking the purchase of the game based on region, just some keys for that game.
Blocking certain games in specific countries (because of censorship) IS geoblocking. GOG does it as well - but in this case the EU should be looking at the (EU) countries in question - online game stores are just abiding to local laws.
It's true that they don't keep you from
buying, but they're keeping you from
using a product purchased elsewhere within Europe and it is not to comply to a local censorship law. The EU free-trade law is pretty clear about it. They can't do that.
The censorship geoblocking like Gog does is indeed legal as you said and even somewhat necessary to sell in censored markets (although I read germans claiming that it needs a better implementation, but that is a subject for another thread).