I asked the same question a while back, I couldn't play Pragmatic. Apparently the AI support always gives the same answer, I made a screenshot and decided to use a VPN. It's the only way if I wish to play Pragmatic on this site. So just for the record, I use a VPN to bypass third party provider restrictions. I think that's fine, and I haven't had any problems so far. But it is not wise to use a VPN if your country is on the banned list, in that case there may be various complications...
I do use VPN to bypass the restrictions by third party providers in some casinos, so far I have no issues with it and I can even say that few of the casinos allow me to do so (confirmed by support) although in general they do not recommend it.
For your case, you are unable to play Pragmatic and for me I was not able to play Hacksaw, Push Gaming, Relax Gaming, Netent, and many others (but currently I can play some of them without VPN except Relax Gaming).
By the way, any good news or update about the withdrawal policy where players need to make withdrawal equal to the deposited amount only per request after wagering 1x of the deposit?
This is the first time I see a casino with such policy while other casinos do not apply it although all of them also have AML policy.