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. because gamblers can play thru VPN also to prevent the government interceptions
but i believe this topic is about real Life casino's and that bothers OP,maybe because he is a live player but he has no option if this rules implemented but to play Via Online
Well many casinos know that VPNs can help players from prohibited countries to play but that doesn't mean that players are "safe" because even VPNs can be tracked and if the government wants, it can track it as well! The gambling sites encourage those players to play via VPN but they won't take responsibility if the player gets prosecuted
but as a player you should know the risk if someone caught you on violating your countries laws.Be prepare on consequences that you would able to face up.
For country that do restricts gambling activity then you wont have any choice but to abide with the rules if you don't like to experience problems.