No gamblers would even dare use VPN if they would gamble huge sums of money and be a casual player on a certain platform as most platforms discourages the use of VPNs to its users. Even if his ISP uses dynamic IP, a website blocking his IP will block all of the users with the same IP -- which has only a small chance that other players plays online gambling or the same gambling platform. Effective? Kinda. BUT never pointless.

I agree that it is a personal problem, but the OP's just suggesting an initiative from the platforms to help fight gambling addiction for those with certain factors such as: doesn't have enough confidence to reach others (friends or therapists) for help or doesn't have enough money to hire professionals for such matters (which kinda ironic but some still is).

Unpopular opinion: this is an issue that not just a person addicted to gambling should fix, but also for those platforms who've been entertaining enough for them making it hard for them to self-exclude. Why? Because having a self-exclusion system simply means they care about the health of their players towards their services. Ways to ban a certain person is to either block an IP, use cookies and cache to store that such user is undergoing self-exclusion, or have a system that reminds such person to have a limit to gamble per day that decreases from time to time with days of break in between.