FYI, not all the casinos restricted the usage of VPN they respect the privacy of gamblers but it doesn't mean users from restricted countries can take advantage of it which is actually the breach of their terms will cause lose of access to your account along with any funds left in their wallet.
But unfortunately, many people from restricted countries are still trying to access the site, register their accounts and deposit their money. But when they want to cash out their win money, they can not do that since it is written on their rules that is one of the "don't" that their members need to avoid.
Some casinos allow their members to keep using the VPN, but they need to validate it with that casino to allow them to use the VPN.