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.
Gamblers must use their accounts with full understanding of casino's Terms of Service. Like VPN, with a few minutes of searching, they can find rules or no rules about that on one casino.
If rules say No, it is best to not try to break it with any tool. If a casino has a rule against it, they have reasons and they won't encourage and won't tolerate users who try to break their Service rules.
It is bad to not read rules before using but if you know about rules and break it intentionally, no words to find sympathy from casino or community.