This is also my take, every gamblers should always take a casino TOS serious. Casino's are trying to avoid being sanctioned by the government and would stick with their TOS in order not to put themselves in any uncomfortable position.
It's important to go through the TOS of every casino you use and when you relocate or travel to other area, it's better to check if they offer legal services in that area and if not, then use other casino available there.
It's not an issue using VPNs to access crypto gambling sites as long as they didn't restrict the country that you reside in though using mirror links as a way better alternative in such situations if you ask me.
Many gamblers make the mistake of trying to avoid such geolocation restrictions through VPNs and whine about it later on.
But in this case there could be some problems that occur if you still continue to impose your will with a VPN because in the end even though there may not be a direct and hard ban, it cannot be denied that some large sites finally limit the use of VPNs a little for reasons that actually make sense.
I think the alternative of using mirrors will be much more effective than doing it with a VPN because at least to avoid things that are not really expected, it would be better to find new alternatives in a safer way without having to think about the risks that will occur in the future.
Using a VPN might not get you into trouble right now but I think it will get more and more problematic as time goes on so in the end it's better to avoid this when we talk about the gambling we do.