The issue with (free) VPNs is that the IP is basically shared. Although it might be uncommon for the same two (or more) users to be using the same VPN service in the same casino, it's not an impossible scenario and could potentially explain why some users might be accused of multi-accounting, even in VPN-friendly casinos.
An IP address alone isn't enough to detect multi-accounting. Factors like screen size, device ID, browser, platform/OS, user agent, and user activity patterns are more commonly used for that purpose. So using a free VPN isn't really a problem in terms of multi-account detection.
The main concern with free VPNs is usually security and a poor browsing experience, as they tend to be slow and unreliable.