The reason why some sites don't state that is because it should be common sense that as a USA resident you are not allowed to do any online gambling at all, whether its bitcoin or not.
You can use a VPN but keep in mind that if you send your withdraw to coinbase or xapo, they will blacklist your account because you are not allowed to send/receive transactions from any gambling btc addresses.
This is not true! Most US states allow online gambling, it is not allowed to send money to online gambling sites.
Despite of this, the operator has to state which countries are not allowed to use the service.
How does that make sense then? If you aren't allowed to send money to an online gambling site how are you suppose to gamble then? Kind of counterintiuitive.
From what Coinbase told me, it doesn't matter what state you are in, they will blacklist you if their software detects funds arriving or being sent to an online bitcoin casino.