I understand it, if it's not allowed to gamble there without VPN then it means they shouldn't, but most of us do not have a right to gamble anywhere, we are banned from nearly every single casino due to our country, and that is an important thing to remember people use this option.
This is wrong not because it’s illegal but because other alternatives for user that residing on restricted country to gamble without this kind of risk. There’s still decentralized casino that offers no KYC and no restrictions or whatsoever that will limit players to play due to location.
The problem is most gambler seeking for licensed casino as safety preference instead of risking playing on decentralized casino. It’s always come down to the pros and cons but there’s always a way to avoid the dilemma of playing in casino while you are restricted.