Another topic about why reading Terms of services is very important, alas many people will still look away like they don't care until they fall victim to it and they will cry about it.
If any gamblers are going to do something with their gambling activities they need to be in lookout if the casino will permit them.ti take such route, it's not that hard, just check the ToS or ask a customer representative for answers.
I don't like using VPN because they aren't reliable, I've used many of them in the past and somehow leaking still takes place, there is no perfect VPN connection and also what happens when you are asked to pass KYC verification base on that VPN location? Dang!
If you have used VPN before and somehow your details still got leaked, then maybe you should check the kind of VPN service you used; it could also be one of those cheap or free VPNs OP is talking about. Those ones do not guarantee you protection if you are not careful.
It could also be that your VPN was temporarily disconnected and you didn't notice on time.
Some gambling sites are very strict with their VPN rules. If you have ever done KYC with the casino, they might still be able to detect an unusual activity when they notice changes in your location.
Well, as you already said, it is very necessary for gamblers to know the casino's terms concerning the use of VPN so they will save themselves from some troubles as they use the site.