There are casinos that prohibit the use of VPNs while there are also casinos that are friendly with VPNs although there are exceptions where it is not recommended.
I always use Cloud WARP VPN, it does not change the IP to another country, it just hides the IP to be vague but still the location where I am, even I myself once KYC at a casino using Cloud WARP VPN, there was never a problem, because if I did not use the VPN, I could not access all crypto casino sites.
My country doesn't allow any gambling, but if it's just entertainment just playing without a lot of money being used, it's not a problem.
Gambling is not only through websites, there are many game applications that provide it, such as Higgs Domino Island with slot games that use chips.
It goes back to the individual again, even though the prohibition is clear in our country, there are still many people gambling, but just for entertainment it doesn't matter, especially if it doesn't make us stressed. Just enjoy it.