Depends on the site. Some sites are sending down several megabytes of Javascript or images per request. Some sites even send down massive JSON payloads to page through instead of doing it iteratively.

Exactly. Or if you decide just to scrape whole thing with headless browsers. It would be ridicilously expensive.

But I would guess this type of proxies is mostly use to send data rather than receive. You can access geo-locked sites through standard vpn.