...There are so many good and sophisticated VPN we can use to bypass gambling restrictions without the government officials know what's going on.
By using a VPN to bypass the blocking, you are violating the laws of your country. In addition, you are also violating the rules of the casino by hiding your real location, where gambling is prohibited. In this case, you should be prepared for the fact that your account may be blocked and you will not be able to withdraw your winnings.
True that using VPN to bypass the the block by government is violating the laws but that is a common thing to happen almost in all countries where gambling is illegal but the number of gamblers is big enough like in my country. Is it something wrong? Sure, but as long as we are ready for the consequences, that's fine. Secondly, using VPN does not mean always hiding real location. I use VPN most of the time but I use an IP which is the same as the country where I live. Even some time I change to other countries for specific purpose. Is there a casino which blocked/banned my account for the past 10 years? Not a single one...By theory you are absolutely correct but based on experiences, as long as using VPN is not something prohibitted by the casino, it wont make our account banned.