I think the Know Your Customer also known as KYC itself can help in this issue. Even when you are using VPN, still the KYC can help.
What is with this comment? it doesn't have any relevance to the question. Moving on, yeah you are actually creating a fraud by escaping the RULE they have provided. As far as I know KYC needs some verifications e.g. passport, I.D. so you still need to submit all this information even if you are using VPN's.