The casino will list the countries that are restricted according to their licensor’s requirements. 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.
Technically you're correct, but most people don't care.
Yeah we already leave a trace because when we buy Bitcoin, most people will use centralized exchange and after we won from gambling, we send the coins to centralized exchange. Even the casinos didn't ask our KYC, they can still find us.
Can't say it's completely safe, but if they're not high rollers or win a lot of money, they high unlikely get serious problem with the government.