indeed it is better to avoid sites that prohibit the use of VPNs than to lose money for violating the rules. there are many more flexible sites that don't prohibit the use of vpn or sites that are unblocked. Usually new sites still pass. but for many old sites that are not allowed by the ISP. This also depends on the number of ISPs in each country.
You mean avoid using a VPN if they didn't allow it and your country is on the restricted list. There are still lots of casinos out there and I am sure that there will always be a casino that will allow our country. If the restriction is caused by an isp then we can try switching on the other isp. Let see if they allow the site or not.
I am sure that each country has more than one isp, that is due to the competition and also to avoid congestion. So far I haven't seen my isp restrict any gambling sites but only some of the porn sites but I don't really care about it since I can still use other xxx sites or can use a VPN and access the blocked sites.
I think that's what kamverto is trying to say. If the gambling website or casino already prohibited the usage of VPN, then as responsible gamblers, one must not force to utilize it anymore because doing such despite knowing that it is illegal could let you suffer different consequences. These gambling sites often state directly the things they allow and don't allow in their terms of conditions. By reading that, you will know their policies and regulations to be follow to avoid inconvenience and trouble. Once you know that a certain site is restricted and banned in your country, do not try to use VPN anymore. Just find an alternative platform that will cater your needs so you won't be bothered by future chaos.
Now, if the website you are trying to access is not really restricted in your country, then you should check upon your ISP to know if they restrict or ban the specific website you are trying to access. Because this could be the reason why you can't gain authorization to browse the website. If they do, you can switch to different Internet service provider if you really want to play and gamble to that specific site. Since most of the time there are different ISP available in a country so you can change your provider to cater your needs. But if this isn't on one of your choices, then just look for other gambling websites.