No sure if VPN usage is worth the risk. This is how one's account gets linked to a number of strangers he has no idea about, and trust me those do way more tracking and information gathering than we know. Imagine risking your money, making some good profit only to be blocked due to VPN use.

I at one time the slot demo mode temporarily disabled in 3 of my accounts of different casinos because I had gone past the limit in one casino (to be fair, I was so bored and Idle that day)