You're right banning gambling in a country May not be the possible way out, because the citizens would definitely look for a means in which they can use to access the gambling/casinos. You know, before I was thinking that banning gambling is the easiest way stop individuals not to be addicted to gamble but at some point I realized that even if the government choose to ban gamble in a particular country those addicted gamblers who are not ready to stop it anytime soon would look for a way to access the gambling platforms and you gave good example about VPN. Sure with the help of VPN they can be able to access any gambling site or Casino site they Wish to access and nobody is going to notice that, not even the government, So the idea of banning gambling is not even the possible way out.
Gamblers in a country that bans gambling can bypass their government IP through VPN so in this age of technological advancement it is not easy to totally ban anything online. Gambling awareness has increased and more people are gambling especially since the start of online gambling which gives people convenience to gamble from anywhere that has internet connection. I think that it is best for such countries that ban gambling to regulate it to discourage irresponsible gambling instead a total ban. Governments makes money from casinos operating in their countries, they should let people to gamble if they want to.