Is it allowed to use VPN?
I don't see any reason to use VPN here. If you can use it without VPN, then why is there a need to use VPN?
Even if you use VPN, you might face restrictions. You can use it as is and see if you can use it smoothly without VPN.
It is absolutely about preferences, some gamblers like to use VPN anytime they are on this online world including me.
What is the reason? It may different from one to another but for me, since most gambling related sites is blocked by ISP in my country, VPN is the best way to bypass the restriction by ISP.
Other gamblers may have different reason why the want to use VPN while gambling, as long as the casino is not prohibitting VPN and the players are not using VPN to bypass the restriction by the casino's terms, it is good to go.