casino must have all your data when you register. including the IP you use to register. even this forum also identifies your IP. No one knows how the casino can identify you using a VPN. whether it's from a mistake you accidentally made or using a certain tool that can do the job.
maybe like when you register a casino with a VPN and an IP is recorded from another country, but one day you make a mistake by not activating your VPN and contacting support in a different language from the country where the IP was previously registered. finally, you will be asked for KYC verification from the country recorded when you registered. when you don't have documents from that country then you're done.

read all the terms and conditions of the casino first. is it allowed to use a VPN or not. is your country included in those allowed to play or not. don't regret it in the end.