The threat to our personal data grows with the digital world. KYC protects players and casinos. Fraud and money laundering are its main goals, although others find it intrusive. VPNs might cause problems when bypassing geographical restrictions. If a player from a restricted location wins via a VPN, the casino may withhold winnings after finding the breach. Its not about the casino refusing to pay, but about license. Decentralized casinos give more autonomy but also present obstacles. Though per-move charges may appear excessive, they often support the network. User freedom and operational sustainability are delicate.
The thing is that, KYC and AML rules have it double edge implications on the gambler and since in whatever ways you must have to go through KYC verifications at all costs unless you are ready to lose your balance, this is the risk associated with the use of a VPN, but we must also note that VPN usage is as a result of many circumstances while some use VPN to bypasses their geographical locations.
While others use VPN just because of the networks their connected to if the feels it not secured then you can use VPN, but the most important thing is to make sure that your account is fully kyc verified before you make attempt to use a VPN so that you won't have any issue from the usage.