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Hi,
I understand you, but the legal aspect with the casino at least that cannot be skipped, if you are playing in a country that is restricted in the ToS, the use of VPN hurts you. This rule cannot be skipped.
On the other hand, there are casinos that are 100% decentralized that are perfectly located in your thinking, which I share "but", first many of these casinos are not very reliable, not all of them, in them you can be 100% far from KYC, country restrictions, etc. But if in one of these casinos someone puts money (cryptocurrencies) suspicious, the casino could be very decentralized but if it is one of the reliable ones they will freeze the money. Period, and no whining.
Now, with your responsibilities as a citizen (not those related to ToS), if not those that correspond to income and their respective legal legislation according to your country, surely in many countries you can skip them, but if you are caught there is no kicking.
I believe in the freedom of movement of our money in decentralization, but there are situations or duties that cannot be ignored "for now"... being your own bank is getting closer and closer but sometimes it is seen in the distance as the star "VEGA"