Websites also use other means to gather data about you or your device through things like cookies. So they can probably predict where you are accessing the service from. I also noticed some sites that can easily detect that you are using a VPN or Tor browser.
They can know about your devices, brand, model, screen size, and more details. What they know about you and your devices are not only in VPN or Tor use, and in fact they know more than those basic information.
Then there is also KYC can be requested at any time. Personally, I don't like getting in trouble. It's best to avoid use of VPN usage if it's prohibited as per the terms of service.
If it is not allowed by their service and is already written in their Terms of Service, they can pull the KYC card anytime. If you knew about their ToS, but tried to break their ToS very intentionally, at a time they pull the KYC card, you can not say they are against you.
Use VPN to bypass something on a platform contains many risk and I don't want to do this practice if I store considerable money in my account.