I don't think it could be that difficult for a casino to know that one is using a VPN or not. It is very obvious to know whenever they take a look at the IP address which is will show whether a person is actually from such region or not. Their are also other tools that can be used even though a person has been using a single address for a long time without it been breach once. Most of the VPN we do use once in a while for breach our location which we might never been aware of thinking that everything is okay.  This is a good reason why we should look for good VPN to use that would keep protecting our location whether we are playing bets from region that is not supported by the casino we are using.