When houses are conscious about preventing usage of proxies, they might be losing more number of gamblers because many gamblers want to remain anonymous while gambling. Gambling sites respect their privacy and protecting themselves with the other types of measurements like time gap between climbing faucet etc.
Well they don't really care if you are using multiple accounts as long as you are playing by the rules and you are not cheating their referral or affiliate systems. Then again, you won't really have any benefit from having multiple accounts other than if you want to cheat the site. I usually just stick to one and most of the time the gambling sites don't block my ip.