I am using a VPN when surfing the internet, but never when I gamble. It's quite easy to use free VPNs when being online to get another layer of protection. Especially when visiting some sketchy websites or making some downloads than could lead to issue, I find VPNs very helpful. When I gamble I am more afraid of the negative consequences of using VPNs than the benefits they give me. Which is why I avoid them. Gambling is legal in my country, but still some casinos are not operating here. It would be nice to check out their websites, but using money and VPNs together makes me a bit uncomfortable. What if I win big only for the casino to lock my account? This could lead to a long dispute and I am not sure if I have any legal loophole to exploit. The first contact should always be the customer support and see how we can fix the issue. In my case I try to avoid the issue completely and won't be using a VPN.
I agree. While VPNs have legitimate privacy uses, using it with gambling sites can actually cause more problems than it solves. Many sites explicitly ban VPNs in their terms of service because unfortunately they get abused by some folks trying to cheat or abuse bonuses. So if you care about playing by the rules, best to avoid VPNs altogether when depositing or playing games.