That is why I never tried to gambling using fiat because it would need longer to process and besides that, I don't think that it is legal in my country. But with using the cryptocurrency as the bets, I can try to playing gambling in many gambling websites, and I am sure that many of them that can process the deposit and withdraw in a fast way and depends on the network itself. Many gamblers will always be happy to see their withdraw process doesn't take a longer time to arrive at their wallet.
I'm not sure if gambling with cryptocurrencies would actually be legal in that case.
If regular gambling is illegal in your country, I don't see how gambling with cryptocurrency would be legal.
I'd still use a VPN if I were you