In my opinion, it only depends about in where are you located at the moment, and where is the casino (online) located. If it doesn't have the proper license, you can easily bring back some lawyers and they will close the casino soon because it doesn't meat the regulations
True, gambling might be illegal in your country but it can be legal in mine. It is really a matter of where you are living. In the Philippines, as long as the gambling site is registered to PAGCOR, it is a legal operation else they will shutdown your sites and order a cease and deceased to stop your operation.. Though I do not know about an iternational Casino sites since there is no restriction preventing citizen to play on any international Casino site.