and I think the reason for gamblers wanting to use VPN is to bypass their country's ban on gambling, why should anyone in a supported region still opt to using VPN?
Not all gamblers who use VPNs are using it for illicit purposes. Many use it for privacy reasons or just because they are used to it.
It doesn't matter why a casino forbids the use of VPNs, but if it does then just don't do it. You have to comply with casino's rules if you don't want to face any troubles.
However, it won't hurt to ask the support for permission and explain to them why you need to use it, as Mahdirakib suggested.
I agree with you that not all that use VPN use it for illicit activities, for example, few times ive used VPN on a casino, i didnt use it on purpose, i turned the VPN on to use a social media that was banned in my country, and after i was through using the social media, i forgot to turn the VPN off before opening the casino to gamble.
But the thing is i quickly turned the VPN off immediately i saw the signs on the casino that i was using VPN.
Now my question based on your comment is, what is the need of privacy in gambling when the casino in question already know who you are?
this is in terms of those that have completed a KYC verification on the casino, is there still any need hiding your identity of location from the casino even after you've completed kyc verification?