In some cases, sometimes people often use VPN for reasons such as not being able to access it because they are in a place where the internet cannot be used to access gambling sites and there is also a reason for using VPN because they want to be an anonymous user who doesn't want their IP to be visible to the public. On average, people have their own reasons for using a VPN, but it's true that the best advice is not to use a VPN just to do gambling activities outside the home. If you use the internet at home, everything is safe, it's best to just gamble at home, not outside the house where you have to use a VPN. obviously that will also provide new problems.
While you are right, the problem is that I am a lot of times in different countries for work for some extended time so than you need to use a VPN. I am using a premium VPN now and I know some sites don’t really care but I just want to avoid problems also!
There's no harm in trying.. I mean use a VPN if you value your privacy, and since you are aware of the possible risk then you have to manage the risk. Like for example, if I like to preserve my privacy like I don't want my real IP address to be public, my option is to only use a VPN everytime I gamble, and since I'm aware of the risk, I will make sure that I will not store money in my gambling account and withdraw my winnings when the limit that I set is already meet.
So if one day they will freeze our accounts, it's not that a big of a loss since we were able to manage it. And also, you can easily let go of it while learning that the risk is real. So it's up to you if you still gamble using a VPN or not, try different sites for different experience.