Rumours are that Stunna is from Australia ( I could be wrong ) and its not about residing in US or not because this is more like PrimeDice protecting itself from any issue that might happen in the future.
Moreover perhaps Stunna is concern about what if the US charged him from accepting a deposit from the US players, so that could be why this precautions is taken
I would tend to agree that it is a precautionary measure to ensure that he doesn't face any issues further down the line (seems logical given the US has started becoming more active in targeting Bitcoin ie. Micon). That being said, the way I understand it is that he just needs to ensure that none of the players are from the US
to a reasonable extent. So honestly you could quite easily
use a VPN and I'd think you'd be fine. It's akin to the idea where fences are in place to prevent people accidentally falling off a cliff - but if you intentionally climb over and jump it isn't government/council responsibility anymore.