I would like to know why CIN comptia website need VPN from russia location?

Sad to know that I need to use VPN
I'm not speaking for CompTIA but perhaps you should read this: https://ofac.treasury.gov/media/922206/download?inline; specifically the section titled "Russian Harmful Foreign Activities Sanctions Program" and "Telecommunications and internet-based communications". Again, just my opinion but I agree with the cited document that states "Russia’s war against Ukraine is causing significant harm in the region and the rest of the world." .
 
try connecting to Facebook or Twitter from China. o_O
The Chinese government gets rather grouchy when non-Sino social media gets in or out of the Great Firewall.

The three big ones, ExpressVPN, NordVPN, and Surfshark are all working as of this month. I'm partial to Surfshark since I can enroll all my devices (family use), whereas others have a limit on the number of devices. Been using Surfshark now for about three years and love it.

Case in point:

We had a graduation for the college held in a public school venue - the district firewall was blocking YouTube Studio, so we couldn't stream out. The district couldn't pivot to open a hole for us, so I fired up Surfshark and VPN'ed right out. Folks were able to watch the livestream of the event. For me, that's worth it in gold.

/r