As you said, if the casino is such that restrict our country, we should not play smart but abide by it. After all, such a casino is not the only caisno in the universe.
Unfortunately when gambling is illegal in your country, most of the top casinos would also comply and will not cater your country. maybe there are some out there that will cater, but you have a pause for a while and question their reputation as there are only few license provider in the industry and most of them have a similar rules. That's why some people are using VPN to gamble, but it's cheating, so they have to be aware of the consequences but if they accept the risk and possible consequences, then that's really up to them, what they just like is to enjoy in any available ways.