This is not a huge problem, as many Italian gamblers are used to VPNs to circumvent that kind of limitation.
I think like gambling is very common in Europe and many European countries are opened with gambling industry. Is there change in Italian regulations against Cryptocurrency and gambling industry that I did not know?
Cloudbet is a very old casino and it is weird to see they are blocked by firewall just recently by Italy.
In addition, with gambling I don't think it is good to use VPN because of risk. You can be fallen into multi account accusation and your account will be frozen as it breaks Terms of condition. Withdrawal can be rejected too.