Do you think only small casinos can scam? I think even the moderate ones who have good players and audiences are more likely to scam, as they have more money stored in the casino.
However, we should not use VPN to access the prohibited casino, as by doing this we are inviting the casino to ban our account. This is another way of being scammed by the casino.
Usually casinos have explained about using a VPN to users who are in restricted countries and that should answer why they can't use a VPN. As long as the site doesn't prohibit users from using VPNs or the TOR browser then I don't think it will be a problem, but some changes are still possible even if the site didn't ban them in the first place.
The best solution is probably not to use a VPN or TOR browser to prevent unwanted things from happening to the account in the future. Usually a big win is the start of a lot of trouble in some cases.