There is one big problem though, which underlines kind of shadyness of VPN friendly casinos. While of course it looks good for the player, there is a reason why a casino would allow this, and this reason is local law evasion. I mean why else would a site be blocked if it wasn't illegal to play from there? Allowing VPN basically opens the site up for more customers. They don't care if the player might get in trouble for gambling online, they just want their money. So because of this, a site presenting itself as VPN friends has a strange agenda, that's all.
People may want to use a VPN for various reasons when gambling online. Not all uses should be frowned upon and the players considered cheaters. The country you are in or a country you have travelled to may not allow and block access to online gambling sites. People who are there might still want to play and it's their right. Why should a government dictate if I can gamble or not? As long as you are not breaking any casino rules, like playing from a banned territory or you are a cheater, previously banned, etc., it's ok to use a VPN if the casino doesn't mind and you respect all other rules.