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Russian official admits completely banning VPNs is 'simply impossible'
(www.techradar.com)
This is a most excellent place for technology news and articles.
It doesn't work for the West because it relies on hiding behind CDNs like Cloudflare. If the West prohibits VPNs the governments in the West will cooperate with them.
Russia could also catch them by tracking known VPN users. The unpopular CDN urls to which they connect are very likely the VPNs. They can block those connections and observe the reaction. Russia could also just buy the VPN service and know the target servers. Like adblockers for youtube, they accept escapes for the technological advanced to prevent them from taking other actions.