This is not good advice. By using VPN on an exchange that has already blacklisted one's Country from using the service, one risks getting their account locked and losing all the funds in it and there's no way one can win even a legal battle against such an exchange because they will always say that the person breached their terms and conditions.

Let's say you are from the US and you are prohibited from using binance.com, and then you just went ahead and used a VPN with a location of let say Venezuela. You make your profits and then one day Binance.com locks up your account and ask you to first complete KYC verification. Where are you going to get a Venezuelan ID and other documents from?