The funniest part about some people who use VPNs in casinos is that even though the casino allows them to use the VPN and they are using the VPN at the casino in order to maintain their privacy, they do KYC at the casino. So I wonder: has the person already done KYC at the casino, does the casino know the person's home address, does the casino know the person's real phone number, does the casino know the person's real name and does the casino have the person's real ID, so when the person is using the VPN at the casino where he has already done KYC, is he hiding from that? Nowadays with KYC it no longer makes sense to use VPN
If they want to achieve it, they have to do it at start, not in the middle or after complete KYC. Do it similarly to Satoshi Nakamoto
If they care about privacy, want to use VPN, but choose IP address from their nation, it's possible and it's not break their privacy, when register their account. After that, they can do KYC and continue to use their account with VPN. Very few people actually do it and mostly VPN is used to cheat casinos and cheaters are targets of casinos to break down such fraudulent activities that surely are not allowed by ToS.
I have no offense to people who use VPN properly and with solid reason for their privacy.