Being unable to access the casino using your regular IP without VPN only means that your country is geo restricted on the casino. It’s not an inconvenience but rather it’s the law that stopping to play on this casino.
Probably this casino still not meet the requirements for the license to operate on your country. Don’t insist to play on a casino if your IP is restricted and better to check the casino ToS to confirm if your country is not restricted before you use VPN just to access the casino because normally casino doesn’t require VPN for you to access it. They set that parameters to protect their business away by offering it to restricted clients for legality purposes.
This is normal, it's either a country is not allowed to gamble or the casino has not complied with the requirements to serve a certain country for their service. This kind of things doesn't need to be force on our part as gambler, because if we insist and we use services like VPN to hide our real IP, in the long run it will only create a problem, what if the timing is bad, you win big money and the site freeze it due to such violation, it's better to just prevent this from happening, don't attempt.
For many times this usage of VPN has been discuss on different casino threads and they should know that this is been highly discourage to used especially if they don't want to face some consequences regarding on the actions they do for using this tool.
Much better if they contact the support of this casino to know if they are fine with VPN's since if they discourage to use this or totally disallow then its really better to move on and find another casino that allow their access.
To many regulation happened and restricting some country became part of that ruling that's why we should not get surprised about this since there are countries are so strict regarding on those gambling activities happened on their jurisdictions.
Some casinos would say it's fine to use VPN, however, since we are talking here about bypassing a block IP due to country restriction, the use of VPN here is not for better experience but to prevent from getting block which is obviously a violation. Maybe a casino will not block the user right away, but that doesn't mean they're safe, everytime they gamble, there's always a risk that an account will be freeze, so better not try it at all if they are not ready to face the consequences.