I think that quite a lot of people in this world are forced to use a VPN.
However, its use has two main disadvantages.
VPN opens access to some sites blocked in specific countries. But at the same time, some sites in the same country are blocked if they go through the servers of the VPN itself. This makes it necessary to constantly turn the VPN on or off on devices and gadgets. And it's definitely very inconvenient.
This is one of the downsides of using the internet.
No, no one is forced to use a VPN. VPN's are only optional and use to conceal your self but it's being misused for some illegal activities and there are some who are using it to access blocked sites. The one that you said there isn't really a disadvantage because it's easy to turn off a VPN if you want to browse again the sites that your country supports.
The true disadvantage of using a VPN is that if the casino catches you, your funds are going to get confiscated and then you will also be ask to submit your KYC. We shouldn't only turn off our VPN but we need to uninstall it for our own safety. I am sure that there are still casinos out there that are fully legal in our country.