This is like what I experienced where the government banned gambling... but in the jurisdiction of the country's crypto casino it is still allowed to play at the casino because almost all internet ISPs in my country block gambling sites, so the way to bypass the block using cloudflare.
The casino will list the countries that are restricted according to their licensor. However, if gambling is prohibited in your country, it is your responsibility to verify that. It’s hard for the casino to gather a list of all countries where gambling is prohibited, so they usually add a clause like this one I quoted from BetPanda's Terms of Service:
It is up to you to ensure that you act in accordance with the laws of your home country or the country where You currently reside.
If you breach your country’s regulations, you may face more severe consequences than just having your account banned.