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If a gambler violates the rules, this is not a weapon, this is the way to clarify and to update data about the user and to see whether he/she breaks the rules or not. The true weapon is withdrawal limitations. This is how a casino can avoid a big earthquake that a single withdrawal of a jackpot can make, for example.
Its a weapon too because if the gambler fails to produce what the site is asking for then he will lose the winning rewards but if the site actually wanted to stop the user from restricted country they can do at the time of registration itself right? Not every casinos are doing it but we had seen lot of such cases in the scam accusation section in the last few years.
Bottomline, it is still on the player's responsibility to check if the site is allowing his country of residence to play on the site. This is the first step that he needs to clarify because it is his own funds at stake here. So he should make sure that he is allowed to play, and if using VPN, he also needs to confirm it from the site itself. Because most casinos are not allowing the use of VPN. If you failed to verify this first step, then, for me, it is the player's fault if he reached to the point that he got winnings and couldn't withdraw. As a player, you have your responsibilities also as most casinos will try to attract as much players as they can.