The thing is, you are already not allowed, you are doing something illegal. Let's say you are from a nation that is not allowed to play here, and then you managed to get in and gambled, whatever happens after that is your own responsibility and you should not be blaming anyone else for it.
If the casino keeps your money and doesn't give it back to you, that means they are keeping it until the government (or cops or whoever does this) asks for it, and that is understandable. Legally they are forced to give that to the authority that asks for it, and they will do it, if they try not to, that will end up very bad for them as well but they can keep it away from you because you did something illegal and giving it back to you would be illegal of them as well. Long story short, if you gamble from an illegal nation, that means you are taking all the risks with it.
Normally, everybody that is member from a prohibited country, should still have access to the site to withdraw their funds.
Seems like babygun has explained it, which kinda makes sense. After acquiring the Curacao license, there are additional restrictions in order to comply with the gambling laws. Thanks!