and I think the reason for gamblers wanting to use VPN is to bypass their country's ban on gambling, why should anyone in a supported region still opt to using VPN?
Not all gamblers who use VPNs are using it for illicit purposes. Many use it for privacy reasons or just because they are used to it.
It doesn't matter why a casino forbids the use of VPNs, but if it does then just don't do it. You have to comply with casino's rules if you don't want to face any troubles.
However, it won't hurt to ask the support for permission and explain to them why you need to use it, as Mahdirakib suggested.