I think that the people of China are at great risk if they try to gamble while in China and using a VPN. I would never do that, given the harsh laws of this country for violators - gamblers. And if a Chinese is in other countries, plays in a casino without KYC and possibly even without a VPN, then there are no problems. Without KYC, no one will know the nationality of the player. But in general, of course, you need to take into account the risk of unexpected KYC when withdrawing a deposit. This can of course be an annoying problem.
But in general, I feel sorry that such a huge country is deprived of the opportunity to play in the casino.
Advantage with casino gambling without adapting with KYC to hidden gambler or costumer identity, some countries not allowed for their people joining in several gambling casino and restrict by casino gambling not giving access some countries, I think used VPN give bad impact and have lower safety account depending with Term of Service some casino not allow used VPN. Chinese looks not really friendly country actually with cryptocurrency gambling because almost have several ICO sale always not allowed investor from China. Maybe for recommended gambling platform could try with
moonbet without need KYC for deposit and withdrawing.
That's right, the use of a VPN in some casinos can make the account locked and even banned. especially if it is detected using the same IP with several other accounts. it would violate the rules of some crypto casinos.
Chinese government regulations regarding crypto also seem to restrict gamblers from that country from playing at crypto casinos.
related to your advice (moonbet) seems good to try. Currently, it seems that a casino is developing that can be directly connected to a wallet. without having to register and KYC first. some gamblers may see being anonymous as helpful. but partly, of course, think about security.