Do your friends do that?
The majority of people have no idea what is VPN or Tailscale and would be suspicious that you might be placing a hacking device or proxy for visiting bad websites in their home.
The best part is that our IPs never seemed to be blocked by any service provider.
But: no software install.
How do you configure apps on your phone to use a socks proxy?
We could rathole on what constitutes "a lot" easier, but that doesn't seem interesting so I'll just point out that there's a Tailscale app for Apple TV.
Do I think this is a thing that more people than you think are doing? Given that you're questioning if it happens at all, I'd say yes.
Do I think this is at all common or normal? Absolutely not. My friends and their friends are very technical compared to the general population, so it's not surprising that something "weird" like this would be overrepresented, but even then it's not commonplace to share with friends. You really need some tight-knit bonds in order for it to work. Bonds that many people don't have a ton of.
I should mention though, it's not just "bad" websites. A lot of websites geolocate, and for foreign nationals, those websites don't make content available outside the country (for whatever reason). So for a taste of streaming TV from home, a residential proxy in the home country does the trick to let them watch "local" news of home.