Exclusive or not, it is still going to be bad idea to use VPN. I think somewhere I have read they do allow it but it has to be white listed IP and most importantly the country should be fine with gambling sites. Otherwise the player is doomed for sure.
Exclusive mean a dedicated IP bought for himself for privacy reason and you are right that casinos allows usage of VPN but it often used to abuse the bonuses so if someone wants to use VPN then they need to do it right way.
And if the country where the player reside restricts gambling then which itself a no situation so using VPN for that is like a bypass and will be considered as a violation.