Well, you are very right, but is also interesting to know that even without using VPN, Many of us still encounter the free roll error which sometimes say that someone else have used the same IP to claim as we..
But all the same, it is still very advisable not to use free VPN since that could make the whole matter worst, and also using free VPN to play on several other casinos may result in the system flagging your account for multi accounting which could trigger KYC request from the casino.
It's true, if you need to use a VPN for gambling at one casino it's always better to avoid free VPN because many people are using them and you are the most likely to encounter issues like multi account flagging with them, especially if you had some good winnings. I think casinos are aware that these IP addresses are VPN addresses actually, but they let people play with them instead of blocking them for unknown reasons.
Are you using a paid VPN personally? Which one is it? IMO even paid VPNs can cause problems if they are largely used.