It is ever hard to win any tangible amount of money from free spins, this is not something that is peculiar to this casino alone but I would say it's general with all casino, I have won free spins on many different casinos, sometimes the number going as high as 100 to 150 free spins, at the end of the day, what I did end up winning in total wont be more than 2 or 3 dollars, and some other times, I end up nothing winning anything at all, this has made me to come to the conclusion that free spins are programmed to not give any winnings or very little winnings, I believe only a very few extremely luck persons can testify to ever winning any tangible amount of money from free spins.
With free spins, you can play games and enjoy your playing time for relaxation. If you win, big or small, from your free spins, I am sure it is enjoyable too. You don't lose anything, any fund from your own pocket by playing with free spins, so let's simply enjoy your playing time and your wins.
If you are super luckily enough, not only for one win from your free spins, but from multiple wins, you can have a net tangible win amount, it will be more ejoyable than small win, but it's not big concern when playing with free spins in my opinion.
But same case with you, there are free spins that I can't avail because of restrictions, but I never bothered to claim them and uses VPN.
If there is geolocation restriction from their company on a specific promotion and free spin claim, just let it be, and don't try to use VPN for claiming is a smart and safe choice.
Claiming free spins with VPN and get issues with your account and perhaps your fund too, is not smart practice.