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It is not so:
1. There are lots of people who don`t know how to use VPN. I have many mates, who asks what is it and how to use it.
You're not wrong that there are people who gambles online but dont knows about VPN or how to use it. But do you think that after they get to ask about it and know how to make use of it, won't they continue using it for sites restricted to their location?
2. There are lots of people who willn`t break restrictions. If casino is banned - ok, let`s think about other ways of relax.
As there are those who will not want to break the restrictions, so are those who don't give damn about breaking it too. There are many avenues to relaxation but some persons prefer doing that with gamble.
I don`t tell that all gamblers are in these two points. But it is big enough part of common gamblers. If i can be arrested for 2-3 $10 bets, i prefer to exclude gambling from my life.
The same is about VPN. In my country government ban VPN(at least most famous of them), so i had to deploy my own VPN. And i don`t sure that lots of common gamblers would be ready to repeat it.
Of course part of gamblers would continue the game, but another part will stop.