Megapari comment means you are allowed to use VPN if you are from country which is not restricted from their service. You are committing a violation if you are from restricted country while you use VPN to bypass it when you proceed to KYC later on.
As for the other casinos, there are those that don't really allow it. That's why it's best to ask them first if they allow it or not to know the conditions if it's allowed.
But if not, with those clear rules about being in a country that's restricted and not supported by them. There's no way that they'll stay long as they're not allowed to even with the usage of VPN and yes, everything has been crystal clear.