When you use a specific gambling platform from your country, you're allowed to use the platform based on the legal policies of the country. When you move for tourism or some other needs, you need to comply with the legal policies of that specific country. If the country is restricted to gambling, using a VPN to bypass and gamble is against the law. You may get access to gambling and enjoy it. If there are some issues, by the time we stand helpless, the support team will go with the terms and conditions of the platform for which we've accepted while signing up the account.
Some ISPs might not just want to allow any access to a casino because of those policies and jurisdicational laws. And that's why with the use of VPN, that's how the gamblers are gaining access so they will still be able to gamble. But it's true, if the law says that it's illegal to gamble online inside their country then that's how you are breaking their rules and then the gambler might be fined with hefty amount of money or depending on how much is imposed for such violations. And if the casino do allow the usage of it, then that's fine and many casinos here don't care at all about that as long as you're not doing anything suspicious.