I think using a VPN to bypass restrictions by a casino is not advisable because since KYC verification will be undergone, it will make no sense using a VPN especially for a casino that placed restrictions on a particular country because even after bypass, if you win huge amounts of money it will still lead to a deep scrutiny by that casino and if they find anything that breaches their TOS they can ban your account and you lose all your funds. Even if the casino tries to convince you to use VPN to bypass a restriction, it may be a trap because they can deny it in the future.
That's just it, business is about money, and casinos, need more of those cash to run the company. Hence, when necessary you see that casinos that mainly allow the use of VPN is not doing it out of ignorance, instead, it's for a purpose. Which is to gain more profits by not paying out a huge win to such an account. Hence, it's best avoided, to retain peace of mind, from all the argument that would immerge regarding the seized money.