I think other than having an adequate time, a core gambler also have a good knowledge, skills and a good amount of capital. In short they are more superior than a common gambler. Playing gambling only for the sake of being entertained is not wrong and it's also not money consuming so feel free to include this in your monthly budget but if ever my country banned gambling then obviously I will follow the rules because I am not one of those who are desperate and will do risky things only to get the things that they wanted. I don't think online casinos are accessible because our ISPs will also banned it. Maybe some can use a VPN but it's still risky.
At this point what you mentioned is correct, the others who can say that if they look for gambling even if the government prohibits it they have, surely the solution for this gambler is to use a VPN, I don't have any more they see another way to get what they already want.
Even so, it is still good of course that we obey our government, because the forbidden should not be done or insist on violating it is also certain that it will be accompanied by punishment.
It seems to me that the main factor in adopting government rules, of course, if it bans gambling will be the severity of the punishment. If the punishment will be only in the form of a fine, it is likely to have little effect on gamblers because the likelihood that they will be forced to pay a fine when playing through a VPN is too small. The only thing to remember is to check whether the gambling site prohibits the use of a VPN, as failure to comply with these rules may result in the loss of funds.