Some of the people want to really urge to play with that particular platform and some of them makes a bypass their country restriction which is not good at the same time, some of the platforms have their Terms and condition like restriction of not using a VPN's that might give them some ban or restriction from the platform itself as long as the platform does not have any restrictions with the use of the VPN just to play is its more ideal to play. Of course for another layer of security every time you change a VPN the platform request a new verification which is more hassle to do.
If using a vpn or tor will give you more trouble then why use it on a certain site in the first place? Some people just want to have trouble, well, I don't have a problem with playing on an online casino as long as you just want to have some fun but if you want to play just to make some money or suddenly hit the jackpot then that would be a problem since you are illegal already in the first place. So, don't ever think something to bend their decision, just accept what their decision if they gave you the money then it's okay if not then move on.
I would rather wait a playable online casino with no restrictions instead of trying to gamble my luck because of eagerness to play. I think there are playable casinos out there that doesn't have any restrictions, you just have to choose it carefully.