Gamblers here is provably aware on the consequences brought up using VPN that's why I guess there's only few people use that especially if they know the casino is not VPN friendly.
Most casinos are VPN friendly but when it comes to KYC Most of them often make that VPN connection as an excuse to freeze funds of the players. I believe one should keep that in mind and only use VPN on casinos that clearly state in their terms and conditions that using of VPN is fully allowed and there won't be any obligations if someone uses a VPN to use the site.
Most casinos are not VPN friendly then if the gambler will have to be punished in some way or the other for using a VPN as regards to kyc or any other thing, the only casinos we can truly say are VPN friendly are the ones that clearly state in their terms and conditions that VPN is allowed on the casino, and if we are to start looking, it's but few number of casinos that have that included in their terms and conditions.
Most casinos can not outrightly allow the use of VPN because they believe that gamblers use it as a tool to abuse the casinos rules, most especially when it comes to the area of restrictions, bonuses and all that, some gamblers will use the VPN to possibly make themselves qualify for something they are supposed to, or even play some games that their original location wasn't allowed to play. Things like this is the reason why most casinos don't allow the use of VPN.