It is also risky in my own opinion as the casino have control over your account by banning the account or not. If your country banned gambling then the casino will surely add your country in the list that are not allowed to gamble on the casino. So, I would only use this to check not for gambling.
We can access casino sites using VPN but if my location is blacklisted it will be very risky to gamble because casinos can freeze funds or ban accounts whenever they want, so there is no option to gamble using third party access to hide IP, unless you willing to take the risk and better use the minimum funds just to gamble for entertainment.