Do they continue with allowing users to use VPN, or do they have "some trick"?
This is possible, they can keep allowing users access their websites with VPN and turn a blind eye to it, so their profit is not significantly affected.
they are bribing government officials and Police in order to keep operating,
This can also be true, only someone who works in one of these Gambling sites or well affiliated with them will be able to tell you the method they use, because I also think that different gambling sites may have their methods.
Casino sites will still allow using VPNs at some point so gamblers from countries that ban and restrict gambling will still be able to play which I think is beneficial for both parties. In our country, the government can't ban casinos because it's their main source of taxes and they're able to collect huge funds from them. The government will always take advantage of good tax resources so they will surely keep and allow it to operate continuously.