It's true that using a VPN can't help you stay private and hide your identity if the casino or any other website you are accessing will ask you to verify your identity at some point.
But this is not why people use VPNs and I don't agree with you when you say it doesn't enhance users privacy. VPNs are mostly used to bypass geo-restriction ( when accessing a certain website is restricted either by your ISP or the website itself). They are also used to hide your online activity from your ISP (government) or from a network admin or any one on the same network who can monitor your traffic (ie: if you are connected to a public network). This way, they can't know what websites you are visiting.
Using a VPN is not really a bad idea, just make sure the website you are accessing allows it.