Or what if a player went on a vacation or trip and wanted to play in their casino, obviously the ip address will change. And if the user didn't know that VPN is not allowed and won big money, there's going to be a big problem for that.
In any case, it's the call of the platform to disallow VPN as there are also platform that allow their player to use VPN for privacy. So just be careful for new players, and they should clearly read and understand the TOS.
Just for these things casino always put T&C on their front if someone want to enjoy their site always needed to be stayed online otherwise they are surely going to do their work which will create problems for user.
Right now on many sites using VPN is allowed but still there are few terms about this which are clearly giving all details and consequences of going against them recently I found too many users on back foot and facing troubling time because they feel over smart and doing nothing about things which are not allowed.
In few cases new casino give something better response but big one's or those are having good reputation never allowing anything which helps users need to be on right spot for having better results.