Isn't this kind of thing risky when you do it you say, dude? This is only applicable to crypto gambling that is banned in the country where they are located, right?
The OP said that his country (some government institution) blocked access to the stake.io website. This does not necessarily mean that Stake.io does not allow players from his country, or he may be temporarily residing in that country. Whatever the case, changing his DNS settings can help him bypass the country-wide block enforced by his ISP.
Of course they can do this and use sites restricted by their country's government by changing DNS setting or using vpn. But they will be able to use it as long as the site doesn't ask them for kyc. But if the site asks for kyc and there is no option to submit documents of that country for kyc then it will put the user in a big problem if he is holding any funds on that site. If the kyc problem does not occur then they can continue using the site without any problem. But there is a risk here.