In some countries online gambling is only allowed at licensed casino and sportsbook websites and with the boom of the Bitcoin gambling phenomenon some people prefer to play at Bitcoin counterparts due to less stringent registration procedures and no ID required for withdrawing funds. However if gambling is banned in physical and online casinos in the country I would probably not bother to use VPN or other methods to get access because the risk of going to jail is very real. But Bitcoin is still unlicensed and people who need to get their gambling fix fast can enjoy betting with coins instead.