I think if they know if their casino is illegal in their country, they must ready for something like that. In my country, gambling is prohibited and whoever play and caught, go in jail. I think they just need to follow the rules from the country.
Online gambling is not easy to detect by the government, they continue to operate or partners in other country that are allowed to operate gambling businesses usually business minded people knows what to do in scenarios that they are ban. There are tons of gambling sites now. I wonder if its ban in their country too.