Can Internet speed decrease the further away a certain (server in a) country is from you?
It taking longer to receive data from further away is an actual phenomenon, but not to the extent that you are seeing.
Assuming a direct line of sight to a target 600 kilometers away, light would take approximately 2 milliseconds to reach its destination. Similarly if the distance were larger, say from Moscow to Tokyo, at approximately 7500 kilometres it would take 25 milliseconds to reach its destination. That's 12.5 times longer. According to Physics.se: How fast does light travel through a fibre optic cable? and Extremetech the speed of light in fibre optic cable is approximately 30% slower than in a vacuum.
That doesn't translate to a direct reduction in bandwidth though, as packets can be requested, queued up and sent out sooner.
The problem is that you cannot get a direct line of sight to any place on the earth, and even fibre optic cables have a maximum length that they can usefully be used over. You need repeaters, routers, firewalls, packet monitors and medium converters (microwave, fibre, and copper) to transit large distances. These things all create choke points and limit bandwidth between places.
It is entirely possible that your country and your destination country have a limited bandwidth link between them. Many countries have multiple links between them and their neighbours and so a link to one neighbour could conceivably be faster to a link to another neighbour. Depending on routing setup it is entirely possible to see the behaviour you mention.
You can have multiple links out to multiple countries and in theory traffic will be routed by the "best" path. Depending on choices made by every router along the way the "best" path may not be the highest bandwidth link for you personally; it could just happen to be the fewest hops, or the lowest latency connection. You have no power to choose your route which limits what you can do to improve matters. There could be higher latency links that have better bandwidth, but you have no means by which to advertise your preference for that link.
Test connections to other countries, if they are all similarly limited then you may have cause to worry, but even that is not a guarantee.
The great firewall of China can be inferred by more than simply its bandwidth limiting; it has a number of active filtering effects on the traffic that passes through it. Sites are blocked, and content is filtered.
One way to test would be to test links to all the countries you can, find the best neighbour and then get a VPN service hosted in that country. If your link is fast through that VPN then there may be filtering in effect in your home country, or it could still just be poor network routing.
Obligatory internet history: The case of the 500-mile email
The amount of data "in flight" at any one time is limited by the TCP window established between the two systems. In some cases window effects can cause slowdowns: https://www.snellman.net/blog/archive/2017-08-19-slow-ps4-downloads/
Plus there's the special considerations for really long distances (TCP in space): http://www.ipnsig.org/reports/TCP_IP.pdf
I would say there are three effects involved.
1) The amount of data "in flight" between the two systems is limited by the TCP window and the round trip time for an ACK. Increased RTT for same window = slower maximum speed.
2) Every router along the way adds some delay. This is more related to how many networks you have to traverse rather than the geographical distance.
3) Finally, national-level firewalls will add another layer of slowdown. Quite a lot of countries have something in place here even if it's only filtering child porn and The Pirate Bay. Russia appears to have one: https://www.theguardian.com/world/2016/nov/29/putin-china-internet-great-firewall-russia-cybersecurity-pact
Well, "the great Russian firewall" can be in place too, degrading the speed. Then it would depend on how much information it collects (just established connection information, full connection content for analysis, etc.). But I live outside Russia and FSB isn't advertising used technologies, so take it just as speculation...
But what's more probably the reason, is your provider. Your provider may have excellent wide home connection, however the foreign connection access is definitely more limited. So if they buy a 1 Gbit/s outside connection, then it depends also on the total aggregation and day time (during the late night there will be fewer people on the net, so you can get more from the total bandwidth of your provider's foreign connection than during 7 PM, when everybody is at home and children on YouTube.
Also the speed to USA or Japan will be likely slower than, for example to Finland or Germany, because the more people must share the same cables with limited total bandwidth.