The huge demand for using a casino without KYC verification and also with permission to enter and normal operation of your account in this casino using a VPN is certainly there and justified. For example, it is almost impossible to play without these conditions for players from gigantic China, where there are corresponding prohibitions from government agencies. And I think that for a very long time, most of the casinos will oppose the introduction of KYC and VPN login restrictions. And I think this is right because many people have a need to gamble while maintaining their anonymity as much as possible.
I do understand the need for people to play without KYC, but I also understand the casinos who ask for it to apply with the regulations as well.
It is not about where the casino is based, you could build a casino in a place where you do not have to ask KYC and that would be fine, however it would also be a trouble for your gamblers to gamble with you in many places of the world, you will have to make sure that you put rules in the ToS stating nearly most of the world can't play with you because you do not ask KYC, which means you are telling people "gamble here at your own risk but no KYC required", which is what casinos do not want to do and want to be accepted in more places.