I live in one of the grey countries. You can create an account, but Sony offers different stores in different countries, so you have to pick another country. They even sells consoles in many of the grey countries. The biggest issue is that you probably won’t be able to buy anything without extra hustle because your card is not issued in the country of your PSN account. Also, this is technically against their ToS. But you can create an account to play Helldivers 2.
With that said, I can’t speak for all countries. Maybe somewhere it’s really impossible to create an account without VPN.
You have to conquer areas of the city to proceed with the story. You go to some place like a factory, kill everyone, leave, a boss of the factory becomes alerted, comes to the factory, you go back and kill everyone again to get to the boss, kill or hire the boss. And that’s like 80% of the game. I think there were 20-30 repetitive missions like that with 0 substance. But Mafia I and Mafia II are fully focused on the story.
Anyone with good media equipment cares when they consider purchasing a game. Nobody needs this info every time they launch it.