If you restricted some countries then the users of those countries can join your website using VPN. But the problem will arise when you force a user to complete kyc, how to approve his document? I think it needs a detailed instruction that players from restricted countries can complete kyc without any problem, as it gives confidence to gamblers that they don't get into trouble with Kyc excuses in the future.
Once they found someone made big winning, they would definitely find out a reason to confiscate the winning; that's the most common happening with every casino. It's a trap TBH. Using VPN should either be restricted or no KYC.
This is what I thought too and hence asked this question. Since a player is restricted from a certain country to join this website, I think it would be a good decision not to use vpn from that country to join this website. After a big win, it is nothing new for gambling websites to come up with excuses so that they do not have to pay the winnings to the gambler. So it's definitely not worth increasing the risk by joining using a VPN, which will only increase the problem if you win.