agatsuma: Live in Moscow, see full EU price for Witcher 3. Out of curiosity tryed IP proxy from other Russian city - got Russian price. Is Moscow now not part of Russia? I want to preorder Witcher, but for Russian price. FIx this region recognition!
Reasonably sure you're being given an IP from a Russian/CIS block?
http://www.whatismyip.com/ IPv4 is really getting stretched out and sometimes ISPs end up scavenging from other blocks. Yeah, it shouldn't happen, but it does, and it's why if you look at a core router's BGP tables your eyes will bleed.
Your fix of using a local (as in Russian, not LAN) proxy is probably the best thing to do, to be honest. Once you've ordered it you shouldn't have to worry if GOG sees your location changing from time to time.