Most casinos will allow you to keep gambling with them as long as you lose money, but if you were to get lucky and won a substantial amount, you can be sure your account will be closed on the grounds that you have broken their TOS, and you will not be able to do anything about it as it is true, so if a person thinks they need to use a VPN to gamble at a casino in which this practice is forbidden, they need to reconsider as the consequences can be grave.
It's exactly like that; we have witnessed many cases facing this issue. However, it's up to the players/ gamblers to read the ToS of any casino and be prepared. It's far better to find a casino that allows you to gamble without any problem than in another where any withdrawal can be a small crisis.
I wonder though, since some gamblers use VPN and other tricks for gambling, why they are complaining if they win and want to withdraw their winnings but they can't? They know from the start that by violating the casino's ToS they won't get a cent and 99% could be banned once and for all. So what's the point of whining?