You can play anonymously on bch.games without having to create an account and they claim they don't and will never ask for kyc. Also, all their games are in-house games and there are no games from third party providers (which may have country restrictions). Therefore, I don't see any reason why using a VPN may cause a problem, you should be fine, although I don't see any need for using one in this case.
Did the OP mention anywhere that KYC verification isn't required at BCH.games? I remember they were advertising with ‘No KYC’ in their ANN thread title before. But they have removed it long time ago. Moreover, there are some country restriction in their terms. I would like to know that how they treat the user who play their from restricted place.
@BCH.games, what is the KYC policy of your casino? I need some proper clarification. I will use your answer as a reference, and I will update the details here:
Information of Crypto Casinos License and KYC requirements