If anyone is a good gambler and is not involved in anything shady, duelbits or any good casino will never block their account if their IP is changed often by logging in from mobile, computer or through VPN. Sometimes if your VPN location is that of the prohibited location, they may ask for the KYC. If you have no bad intentions, it is assured that your account and funds will be save at the site.
Yes, if there's no intention of cheating or exploiting and you're still following the rules. There's no need to be worried of, most casinos are too strict when it comes to this matter.
But if they don't see anything wrong or any suspicious activities under your account, there's nothing to worry about and if they ask you some questions regarding that, you just have to answer what you're up to.
There are plenty of sites that support VPN. I think it mainly has to do with what the intention is to use a VPN connection. Wanting to mask your location for privacy is quite different from masking your location because you are in a country where gambling is not allowed on the site. There is a big difference between that. Some sites don't mind a VPN at all, they only check whether the IP address comes from a country that is allowed on the relevant gambling site and nothing else.