Just to be clear, using a VPN specifically violates the Steam TOS, which can result in account suspension etc. Now, I'm guessing they don't react to someone trying to jump the gun on release dates, but it could conceivably result in your account being suspended.
Honestly though, most VPN software (including Windows OS inbuilt support) is fairly transparent/set-and-forget, and using a VPN has plenty of legit uses. It's pretty harsh if I set up my legitimate VPN and happen to accidentally leave Steam open and it just so happens to use the VPN connection to get out to the Internet