I would still suggest everyone to not play on VPN because in case of a KYC situation and a protection or security trouble you will have to provide info about yourself and KYC might cause some troubles when you are dealing from another nation while providing info from another. I am not saying that is how it should be at all times of course because VPN sometimes work for your favor like whenever you want to hide your true identity not from the casino but from outside world and so forth but you have to make sure that you do not get banned or get anything related to security for that to happen.

So it is a dilemma, sure you should be able to do whatever you want with the VPN you are using, it is your own option (this is casino after all, you are allowed to lose your whole money here) but also it is a relief that you are not doing anything that could risk your account as well.