Perhaps using a VPN is not a priority in terms of security that casinos use.
Of course AML type checks have much higher priority.
From what a perceived, they will consider the two under the same security measures because those that make use of VPN will try to use such as a means to achieve their personal goal at the detriment of the gambling platform and the security alert and measures taken by AML will also include the use of VPN in case of those that will like to play smartness on their network and bye pass away their system on certain restrictions.
In my opinion, VPNs are used much more by ordinary users who are not scammers. And they use it for various reasons, the main one of which is cross-border options for using access to sites from countries where there are restrictions and prohibitive sanctions.
But real and advanced scammers on the Internet, on the contrary, go online without a VPN or manage to disguise their VPN so that no one would know that the IP is fake. This is precisely what removes suspicions of fraud on the part of the casino. I think this is the case now simply because now AI can easily figure out all the VPN servers and those large businesses (such as banks that support banking applications) have VPN control tools. And it becomes almost impossible to hide it.
So technically experienced criminals now have to do without a VPN to disguise themselves.