I bought Mortal Kombat 11 and I was wondering if I can download it from my university WI-FI using VPN and is there a chance that steam would ban me if I use VPN for downloading any games
As long as you are not using the VPN connection to disguise your location to buy cheaper games, or to buy/activate things that are blocked in your region, you’re fine.
Agree with the other poster. You could also use ‘Split Tunnel’ on your VPN settings and make it so steamwebhelper.exe and steam.exe bypass the VPN and connect directly. Be aware though easyanticheat does stop some games starting up if it detects an active VPN.