The reason why some people have problems of blocked accounts is because they have violated the casino's rule which was made against using VPN. It's better to use a casino that support VPN, there are casinos that allows the use of VPN but when the gambler doesn't do findings before using a casino that doesn't allow VPN, they will blame the casino for their own mistake.
The first thing to consider is not about the rule for VPN usage, but it is about countries restriction because it will still against the rule if a casino is allowing VPN usage but you are from restricted countries.
So we should assure ourselves that the casino accept players from our country first, then we can check the option about VPN usage if we like to use VPN for gambling activity.
This is what I usually do because I like to use VPN for gambling, so far I have no issue in all casinos where I play although I use VPN most of the time.
In other words, casino allows the use of VPN does not mean that the casino allows you to bypass countries restriction, it is the main point.