Firstly, I find it hard to believe that Russians are so oblivious to why they've been banned from most sites in 2022. If I were a Russian citizen I'd feel like I have 2 choices.
1. Use VPN and never admit that I'm Russian, play dumb if they catch me, hope that they'll let me off with a warning.
2. Not use any financial service that blocks Russian citizens.
If the casino made it clear that Russians are banned and the use of VPN is also not allowed and you broke both these rules, you can't blame them.
If I were the owner of the casino I'd resolve this but counting up all your deposits, subtract withdrawals and again subtract the remaining number from your current account balance. Therefore, the casino should send you back your deposits and keep all your wins, because you had no right to play in the first place. This is my opinion, you shouldn't be surprised if they take everything from you.
Russia itself blocks bookmakers and casinos. A lot of sites still allow players from Russia to play. But yes, it is impossible without VPN. It is extremely difficult to read the rules and changes of all offices. I was verified as a player from Russia. And it is logical that if players from Russia are forbidden to play, then my account should have been blocked long ago. But that didn't happen. Moreover, I made several deposits, about 50 bets. And everything was fine until I ordered the payment.