Technically yes. Casino don't want gamblers froma region that don't allow gambling to play on their casino because they are not allowed to. They have a license and that license is not permitting them to accomodate those gamblers. Not allowing VPN is one of the method for casino in not letting citizen from banned countries to play in their casino. Gamblers who is a live of a country that are banned from caaino like duelbits can use other casino that didn't restrict their country or those who doesn't have a license. I'm sure those casino are happiliy to accomodate them. Casinos just can't bend their license rules. Not allowing VPN is just a precaution for the casinos.
This is a matter of perspective, gamblers want to have the freedom to use a VPN as this gives them a greater degree of privacy on their minds, but at the same time casinos need to comply with the requirements of their casino license.
So it is natural casinos are not exactly friendly to the use of VPNs, as they can be used to abuse their welcome bonuses or they could allow a gambler from their list of forbidden countries to gamble on their website.
That's why if you're from a restricted country, it would be best to look for casinos that allow a gamblers from where you live. Why bypass the restriction if there are plenty of options where you can gamble?
I don't know why others need to deal with VPN specially in sites that does not allow players to use such though there are sites that let gamblers use VPN or sometimes they only need to askpermission and give good reason.
Moreover it's a headache if you use VPN (your country is restricted) then you won huge, how can you possibly withdraw the money? Certainly they will ask for KYC so it's a problem and you can't do anything about it. Thus don't force yourself to gamble on the specific casino if you're not really allowed.
exactly , those gambling sites might just allow you to play even when using VPNM but problem will occur once you won or need for withdrawal? then surely you will regret why need to disregard the rules of sites.