The only way I feel it will be easier for the casino to detect such users is if there is any activity they consider suspicious and they ask for any form of verification document that will reveal their real location.
Again, it's not the case and I am genuinely surprised why some think it's just about matching IP with KYC.
There are hundreds of websites out there that block VPN users, I know games that block VPN users, they don't perform KYC, they don't check your logs, and the moment you try to visit with a VPN you get an error. It's not just casinos, sites with ripped movies, even damn porn cam websites that do this, not even talking about the big legit streaming ones.
There are ways to block a VPN the moment you access the site, many here have pointed it out, you pay sum to a one of those websites that index VPNs and you have a blacklist with hundreds of thousands of IP updated to the hour.
There is NO WAY to permanently fool a website that wants to block VPNs unless you use a dedicated IP on your own server for it, the moment your IP is shared with other users it's the moment things can go wrong, maybe in a minute or maybe after 6 months but it will.