-snip
Just to scared, In-case you win a lot money.
They can easily to use these reasons and not process anything. This method just 50:50, even the casino/influencer say you can always use VPN but always never throw or playing with a big money.
Otherwise, while we are win a lot they can easily brought these case.
Some casinos, especially the ones that are relatively new do not have the guts to state categorically that VPN is prohibited because they need customers and many if not most of the only gamblers like to hide their IP and the use of VPN is one way to do this. But those companies who do not state their stand on VPN categorically, will explore any opportunity should they know that your region prohibits gambling. As you have mentioned, this happens when a bug money is won.
They can't scare me.
I have residency in Japan. For a while now I use my normal Japanese home IP when logging in. So a restricted region doesn't apply to me anymore.
One you are on VPN but consistent on one IP location, you may not have issues but I have been blocked on one casino due to non consistent use of location. You are fine if you can login successfully from your normal Japanese IP