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to be honest online gambling is legal here...
Yeah I also saw it in another source (written 4 years ago) about online gambling policy that it is not against the law. But still, the Malaysian government is trying to block casino sites that are none other than (technically) by cooperating with existing ISPs.
You’re technically not breaking any Malaysian laws if you gamble online, because most, if not all online gambling sites are hosted in other countries. The Home Minister, Datuk Seri Dr Ahmad Zahid Hamidi, said in 2017 that
the Malaysian government is trying to set up preventative measures against online gambling.
source: https://asklegal.my/p/malaysia-illegal-gambling-betting-genting-chinese-new-yearActually what yuo should think more about is whether your country is blacklisted. Because your deposited funds will be fully controlled by that platform. Even if you are forced to use a VPN, I don't think the casino will have a problem with it as long as you are ready at all times with a KYC request as proof of your citizenship.