Yep, there are definitely risks in using a VPN to access gambling on various sites, and users should be aware of this. Even if a user clarifies this issue with the casino support and gets a positive answer about the use of VPN, it doesn't guarantee that the casino won't change its mind or change the ToS at any point in the future.
Most especially when they discover that such is no longer working for their own advantage, i know how gamblers could be so mean in making attempt to override on the gambling platform network and try to bye pass some certain functions or restrictions on them, which we also know that some can cheat on their system through this, we need to go by the way of making things easy for us and the platform we are using to gamble by not starting what may implicate us later in future.