So that's why I've seen my friends get banned before because they used a free VPN? My friends used VPN because it was blocked in our country (about 3 years ago, I believe) because they became addicted to playing those crash games, so they decided to use VPN to unblock it; they used OpenVPN at the time and also Psiphon3, which has a free server; their account was banned due to violating the TOS, and they contacted support, who said it was because they were using multiple accounts, but they insisted that they didn't and they have discussed that they are using VPN. So possibly using a VPN for free is not good, but how about the paid one? Since there are services offering VPN service that is fast because you are the only one using it?
There you go. The casino's security department probably connected the same IP address or addresses to multiple accounts. When that happens, the casino can ask all connected accounts individually to undergo KYC to check if they will submit the same documents that proves multi-accounting. But if they don't want to do that or if they are scammers looking for an easy way to confiscate their players' money, they can just delete their accounts and take everything they have from them saying they are guilty of using multiple accounts.
The free servers are surely used more than the paid ones. But you can still get into the same kind of situation with a paid VPN. Your friend can purchase a premium subscription and use it to gamble on Casino X and some other people on the other side of the globe can just as easily do the same. Don't use VPNs until you have discussed it thoroughly with the support.
