Yes — buying digital Xbox games from other regional stores is not illegal, and it's a widely used practice among gamers worldwide. What matters is how you do it: you must comply with the Microsoft Services Agreement, and some titles or payment methods can be region-restricted.
The main practical risk isn't the law — it's payment friction and account safety. Foreign credit cards are often rejected by regional stores, and aggressive region-hopping combined with VPN misuse can draw attention to an account. The approach most experienced gamers use is simple: buy a digital gift card issued for the target region, redeem it, and purchase the game with that balance.
Also check whether the game itself is region-locked. Most digital Xbox titles are playable worldwide once purchased, but a small number of releases and pre-order bonuses can vary by market. XBX SPY shows you each game's price in every region so you can weigh the saving before you commit.
Bottom line: cross-region buying is a legitimate money-saving strategy when done carefully. Use regional gift cards, avoid constant region switching, and always confirm the final price on the official Microsoft storefront.