Warhammer 40k Space Marine Sale....

If they think you are using any kind of proxy, they could insta-ban you. In your case, I think they would be wise enough to know you moved country (so long at one place, then so long at second). But they see you access their servers from Russia and then USA within seconds of each other, they will know what's happening.
People have been banned for going on a trip to Russia, redeeming keys while there, then returning home.

Of course, you can try to explain it to steam support, if its a reasonable example.

Your statement here is correct, I have my steam logged during travel to other countries. And as far as I know, steam bans are always caused by using cheat in MP games which have VAC and community violations. They say using VPN will cause a ban but I never see an account got banned by that. However, even this is correct, steam region locks are different. MW3 is locked for activation not locked for playing. But there are many other games like COD:Ghosts, ARMA 3, Saints Row 4, they are locked for playing which means you cannot play them without VPN if you buy RU version. Problem is not about VPN, it is always about which type of region lock the game has.