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I can use VPN buy and sell in cryptos and play online gambling there's no chance of them finding out.
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You may be way more tech-savvy than the average person, who is interested in
online gambling. How many people don´t even know what a VPN is yet alone are
able to use one?
I´d argue that the regulatory entities don´t care if 10 % of the people still
participate in a prohibited activity by using a VPN or an anonymous payment method.
They care about the 90 % of the people, who don´t care enough or don´t know
how to circumvent the regulations.