VPN is something that is popular and widely used, including for gambling. Regardless of privacy issues or access to sites that are prohibited in a country. Regardless of whether a casino's policy allows the use of vpn or not, are there any differences in protection for gamblers when they come from countries where gambling is legal?
Such as protection for gamblers who are cheated by casinos because their games are considered suspicious or because their accounts are blocked unilaterally by the casino. If yes, how do report it? if there isn't then there is no difference between countries that legalize gambling and those that don't
You should read casino's Terms of Service and also ask their Customer Support or representatives on Bitcointalk.org whether it's allowed to use VPN for privacy protection or not. For example, Freebitco.in allows you to use VPN for privacy protection but you should be from a country where its legal for you to access freebitco.in and freebitco.in is allowed to serve you.
I think, the protection for gamblers probably depends on the where casino is registered and regulated. I don't know much about that, better to ask that question in this thread:
AMA: I Operate an Online Casino.