As paperwastage said, do know some sites are blocked. (And actually, I wouldn't be surprised if they block certain VPNs.) And this could all vary by the internet provider, airline, etc. I remember once browsing an interactive site with some difficulty (some animations wouldn't load) and I assumed even some CDNs were blocked by the provider.

The latency could be bad overall, but if you're just receiving audio, I guess it doesn't matter if it's delayed, even by a few seconds.