The thing about second/third world countries is that if they don't even care about what you download, they still care about what kind of resources you visit. So, you still have to use various tools for censorship circumvention, and conventional vpn services generally don't work. Thus people often use tor, i2p, etc, but not for downloading (although tor, for instance, often doesn't work without bridges in such countries). And to be honest, downloading via tor is a very bad idea, that's not how it should be used.