There are multiple ways gambling websites detect that you are using a VPN:
1. You are using an IP that is blacklisted and known as a VPN IP.
2. Since VPNs give you a shared IP address, there is a high chance that many people visited the casino from different devices with the same IP. This way casino knows that there is something wrong with the particular IP and thinks that it's a VPN IP because it's shared by many people.
3. One day you log in via your original location, then from Germany, then from Singapore and so on. This gives them enough data to know that you are using a VPN.