I use VPN too when I am playing gambling because I don't want to be a worry if somehow, something wrong will happen. I will prevent everything bad that might happen besides that when I use VPN, and I can play anywhere even if I am in the cafe with my friends. But still gambling is one of the prohibited things in my country, but I don't think that gambling with cryptocurrency was prohibited too because
I am not sure that my government knows about this 
Well, that doesn't exactly make it legal either

Not sure if that would hold up in a court of law for example.
I mean, I doubt it would be legal to gamble with any other asset, like wagering with your golden jewelry for example, it would probably still be classified as illegal gambling.
Hahaha, you're right

But at least, I can play gambling without anyone knows, and I don't have to tell other people what I did

I think the government doesn't want to catch up with a small player like me especially, I don't play gambling every day and I don't get addicted to gambling. I heard that in traditional gambling, people could wagering their gold jewelry to borrow money so they can continue to play but if they lose, they will lose their jewelry too. It is too risky for them, and we cannot prevent them from wagering their jewelry because we don't know when they will play in that place.