If the casino allows VPN, you can use it if you don't do any multi accounting activities on their platform. You use VPN that is allowed and you don't break any rule of their ToS without multi-acounting activities so you don't have to worry that VPN usage will be used as a reason against your account and its fund.
Many gamblers use VPN due to their country being on the restricted list which screws them since they are basically giving away free money to those casinos. Using VPNs to access the site if the government bans it is totally fine though.
Even better alternative would be to use official mirror links/proxies without requiring VPNs at all which is what I do from time to time within various sites.
I would avoid using VPN with casinos or even crypto exchanges. It might raise red flags that lead to difficulties when trying to withdraw. After all, the casinos are required by law to make sure that nobody from forbidden countries is playing and withdrawing their winnings.
If gamblers from restricted countries get caught, they will have to forfeit their account and their winnings.
And if the gamblers are from non-restricted countries, but they use a VPN, then that just might lead to them having to wait a long time before they can use their account or withdraw winnings while the casino is checking their KYC documents.