Of course it is so. When you are just playing with $10-$20 it is not a problem but when it is a business - you have to analyze different casinos and their prohibitions. Or it is possible to get ban with big deposit. It is possible that some casinos will be waiting until your deposit becomes big and only after that they will ban account.
This looks trap, if casinos do that trick, better to avoid them and to do not register and play even 1 cent. I don't know why they bypass it on the beginning, if the user breaks the rules of VPN, it's better to ban him at the beginning before continuing to make any big winnings. I still don't know the rules of DNS, because I never heard the specific rule about that.