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?
Speaking to users where gambling is legal, these people used VPN not because of mainly protection but because they just want to hide their IP. There are also countries where gambling is legal but their respective ISPs do not allow connections to gambling sites, therefore, VPN is the only key to bypassing it.
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
Not unless you live directly at these casinos' respective main offices, you can report them directly to the authorities at your local. But if you fail to show proof that they are scamming you, the table might be turned around and you will be the one to be sued instead and possibly pay charges.
If want to complain about a gambling site, you can raise awareness at any social media platform or discussion forum.