The "play after downloading" and "direct play online" for streaming media have an immeasurably vast difference on experience. However, streaming media websites providing online music or video play service have been facing two development difficulties: copyright and server performance. For the former, if they chose to buy the original copyright, the investment will be huge, and comes with too few resources and very slow update; if it was pirated, then that's always possible to be under surveillance and even shut down at any time. In the latter case, the more people visit, the worse the server performance will be, which means either they have to increase the hardware investment, or it's difficult to get further development.

There are a lot of similar software as Hide ALL IP (their working principle is just a proxy). But to be honest, they are not very useful, or even completely useless in many countries with strict Internet censorship. Because the general HTTP/HTTPS/SOCKS5 proxies, even the so-called highly anonymous ones, almost were all blocked by the powerful network firewalls of some countries, without exception.