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.
Is it a good thing for you that they don't accept VPN? I think if you're really addicted and VPN isn't really helping you to play, that's likely a blessing in disguise for you to mitigate that addiction of yours. Well, yes that's true there's no compulsion in it but if you're addicted it's yourself that's being compulsive in the first place and that's not a good thing.