A casino cannot obtain a license from all over the world. I believe most countries have a gambling regulatory authority if gambling is legal in that country. Is is their job to contact the casino and let them know to obtain the license. If a casino do not obtain it, the country's law should block that casino so people from that country cannot access that website anymore.

How many cases did you see against casinos for operating illegally in some specific region? Especially when it comes to online casinos. An online platform is worldwide. Everyone from every country can access the website unless there is some regulations. So, it is your country that allowed you to play or it is you who violated the rules by playing there.