I'm from one of the Northern Europe countries and I must say that I'm also having an issue with number of slots not available for my county. Tried VPN as I'm in Italy or Sweden - same, but this time some slots that were available from my current country refused to open.
Could someone explain the origin of that problem?
AFAIK slots companies like Netent, Play'n Go, Pragmatic Play, etc., have different licenses, therefore, operates in different jurisdictions. It's completely normal when you are dealing with these legal gaming companies.
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.
True, it is not allowed in their ToS.