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.
Well, in the first case, where the government has banned the gambling sites, you can use a VPN to access that gambling site. Hopefully, in that case, your country may not be in the list of forbidden countries by the gambling site. I think that if you can explain this scenario to the support team, maybe they can help you and allow you to use a VPN to access the site. But still, I would not recommend to use a VPN without intimating to the gambling support team and it is just to be on the safe side.
In the second case, where your country is prohibited by a gambling site, you shouldn't use a VPN to access the site, Full stop.
