the transaction fee is way too high and using it to gamble where you don't even know that you will win or not, lol its crazy.I don't use any casino that's not KYC compliance, its just my own decision because the bad experience I has was on a casino with no KYC and it doesn't end well, I felt like their games are rigged, this was a long time ago though, right now even if a casino doesn't ask for KYC it doesn't mean they won't.
I have not seen a casino opening saying that they accept VPN, I think you should take your time to read terms and conditions of any casino you later choose, I like stake and they have UFC but KYC is available and compulsory, if you want safety gambling you can't escape KYC.