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?
What kind of protection you are looking? If you agree with the terms of a regulated casino, they have the right to know your IP address and the location you are accessing it, but that doesn't mean they have the right to share it without your consent, they should still value the confidentiality of that information as they are also required to do so by their regulators.
Gambling using vpn to gain privacy is only applicable on sites that aren't regulated IMO.
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
That could really happen, you can't argue with it as they know what they are doing. You can report if you have a legal basis, but if there's none, you just have the accept the consequences of your action. We've heard a lot of stories like this, that's why as much as possible avoid using VPN to bypass restriction.