However, if he casinos rules states clearly that the use of VPNs is prohibited then you should not use it.
If your cuntry is ot restricted and there is nothing on the casino's terms regarding the use of VPNs then even if they lock your accunt, there is still a high chance you can recovr it by contacting the support and trying to explain to them what happened.
This is my situation most of the time because 99% ISP in my country blocks anything related to gambling.
There are some other ways indeed in order to access the casinos blocked by ISP such as mirror links (if the casino provide it) or change the DNS (not really working all the time).
For me I use VPN when the other 2 ways above are not possible, but of course I will always ask the casino first if it is allowed or not.
I have to agree that using VPN is not all bad, so it cant be generalized and of course VPN should not be used to bypass restriction on the casino.
It's that VPN should not be used all the time, because different countries have network connections at different times. So if you suddenly get a large amount of money by gambling or win the jackpot then you can definitely have a problem.
My friend gambled in a situation where gambling was banned from my country and usually won between two and three thousand dollars. It's using a VPN so its withdrawal is stuck, so I think using a VPN can cause this kind of problem.