SE should consider providing its own VPN network to solve the lag problem

[Alhanelem]

A problem exists with their product service, so it is their fault. Would you goto the grocery store, and buy spoiled fruits, and when you ask the manager about the spoiled fruits, he says "its not our problem, our vendor supplied them to us like that nothing we can do!"? They would probably (already have) losing customers.

No, the problem doesn't exist with their product service. The problem exists with underlying internet infrastructure carrying data to the datacenter that SE is using. Short of moving to a new datacenter, there is little they can do to solve that problem.