You can ask the casino support team to know whether they allow the usage of VPN or not and also in their ANN of bitcointalk if they have one. Just because many people doing it also not facing any issues at all doesn't mean we can also commit the same mistake and get our money back at any time.
Asking the casino support team is the right decision to know the VPN usage, and we need to make sure about that. The casino can do anything with their members, including freezing their account if the casino thinks we do something suspicious or break their T&C. Hopefully, we all not have a problem with any casinos now or in the future to play gambling comfortably.
This is truly the best, but it is still recommended that you read their Terms of Service because some of the support will state that VPNs are prohibited, but if you ask another support, they will state that they are not. I'm not sure if they are aware of the situation, but reading their terms of service and looking for some sort of anonymity keyword or VPN so that you can confirm it was not allowed was. Gambling is still prohibited in a number of countries due to religious beliefs or other negative consequences, but as you can see, the majority of countries are allowing it because it generates significant tax revenue for the government.