If someone can not visit the site, does that mean that person comes from the blacklisted country or their government block the access?
Normally the government doesn't block the access to any sites (at least not in Democratic countries). So if the site detects you are coming from a blacklisted country they block your access, but you can bypass it using a VPN. Yes, I can easily open the block using VPN
I hope that will not be a problem for the site if people use a VPN to access the site and play gambling. And if he wins, he can withdraw the money without asking for KYC.