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.
Of course casinos can have systems that can track the devices you use and as you mentioned, yes although it is not displayed on the casino dashboard but some casinos display where you access with what device and what browser.
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.
Don't try if you have a lot of money in your casino account and then use this practice then you will usually face problems, so just avoid my VPN if the terms and conditions are strictly prohibited.