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I think mu_enrico explained well in terms of blacklisted and banned countries. Some countries are banned due to legal restrictions while other countries are only restricted by some game providers. Using a VPN may be a way to circumvent these limitations. However, it is always a good idea to read the Terms and Conditions carefully and act accordingly.
True, that explains a lot, but it is still unclear why users from countries that are blacklisted by game providers (Indonesia for example) can not play with fiat on other games..(?) I think it should be explained more clearly so that no one has any doubts.