Bad is to use VPN but the worst is to use VPN and at the same time trying to cheat the casino one way or the other it will lead to an immediate ban since you are already committing double offences, there is no doubt that some casinos may look away from the use of VPN even though is mentioned in their TOS that VPN usage is not allowed but then casino are looking for money after all because VPN usage has nothing to affect the casino unless for regulators who restrict the casino access in their jurisdiction.
There are strong and weak VPN so we just need to use a very strong one that can aid our activities on the casino that we intend using. There are many people I know from China that trading cryptocurrency and doing NFT using a very strong VPN and the government never knows about it. There are even more restricted sites that are being accessed with the use of VPN. If we are using a good VPN, we might not have any problem with access with many if these sites that might have restrictions. One major challenge may be we might not use big funds with the casino big risk it might pose.