Those who are tired of government blocking, make a $5 droplet in Germany or Netherlands and set wireguard. When I was in India, I was getting much better speed

Those who are tired of government blocking, make a $5 droplet in Germany or Netherlands and set wireguard. When I was in India, I was getting much better speed on vpn compared to direct connection. How can this be possible? Page loads appeared significantly faster through digital ocean server. I was under impression, VPN adds overhead and reduces speed?. I often do market research and blocking gets in way, I can decide what website is good for me what isn't. Government shouldn't have any say in that.