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.
^ That is if they have an announcement thread you can ask them or their staff because if you are on the gambling site, how could you ask if you can't access the site because it is already blacklisted. Many gambling casinos were against this VPN because it could be the gateway of the users to have fraud activity because they know they can't be traced because they already masked their IP address and of course, their identity. Once you access the gambling casino site, reading the TOS is a very important factor to avoid mistakes in the future.