I don't know how it works, but they really do have such a tool, and I have seen it several times. Therefore, if a casino does not want to let someone onto its site, they will ban the VPN, and the player will not be able to do anything.
Though before most people sell of their documents to outsiders who are using to pass kyc to the gambling site would always tell them to using same location while using their site. What I mean is that, if someone purchase kyc documents from someone in US and he passed the kyc from the gambling site, when login he would always tell the person to use same location instead of logging-in from their country location and he would also enable VPN to suit the previous of accessing the site.
Yes, I understand that the only reasonable way for gamblers, in whose country casinos are banned, is to find documents for KYC and VPN corresponding to this country. And now I think that thanks to AI everything is much easier. Have you seen a program for creating KYC documents? Please google it and you will be surprised how variable and powerful such a program is.
And in recent weeks I hear here and there that crypto exchanges are massively banned for this, I think this happens in casinos all the time, but we do not hear about it, the thing is they do not write about it so often in their blogs. But now it is a real problem for them.