In my country it is clear that casinos are illegal so often the internet blocks gambling sites, but we can still access casino sites by changing DNS or using a VPN...(but I rarely use a VPN myself).
Again my country has never been blocked by some casinos or not blacklisted.
It's quite simple... if my own IP is blocking the site then the mirror link can still be accessed easily without the need to change DNS.
Those Internet providing companies block ordered sites by government request and they can not do any opposite action as they must obey to national laws and regulations that are existing and in effects.
You as a user can use VPN anytime you want but just be careful with centralized platforms that have their ToS against VPN. Mostly centralized exchanges are not against VPN but online casinos are very seriously against VPN. They mostly consider VPN as one of best tools for bypass their platforms' ToS and even can potentially bring harmful activities to their platforms.