All KHL video content at khl.ru, including stream of matches, is geo-blocked for FIN, NOR, SWE, DEN, CZ, SVK, HUN, SUI, USA, CAN & CHINA. My explanation is that KHL sold internet rights (as part of TV deal) for those territories to local broadcasters.
Viasat´s press release confirms it.
The deal means that MTG will continue to air KHL ice hockey in Denmark, Finland, Norway and Sweden for the next four seasons. Matches featuring Finland̢۪s Jokerit team and other selected high-profile games will be shown live on MTG̢۪s Viasat Hockey channel in Finland, Norway and Sweden, or the Viaplay streaming service, where coverage will also be available in Denmark.