I know vpn is not required to account on gambling sites because there are many gambling sites which are complicated to be blocked by other country's government. It is indeed true that gambling is prohibited in some number of countries and even from those countries you can gamble secretly through your device. Gambling is banned in my country but actually I am an addicted gambler so online gambling is my addiction which helps me to play in privacy. Moreover, many casino sites do not accept vpn, so if you use vpn there, your account may be closed. There is no compulsion to gamble so it is your personal freedom.