As you said, if the casino is such that restrict our country, we should not play smart but abide by it. After all, such a casino is not the only caisno in the universe. But what I will like to add in this regard is that even if the casino claims they allow the use of VPN, still do not use it. Out of experience, many gamblers are not victim of the multiple account allegations, but some are mere victim of the use of the free and cheap VPNs. Once the VPN is not allocated to you personally, anything can happen. But the sadest part is that casinos will not even investigate it but label the gambler a cheater so that they can steal his money.
In this type of things sometimes it is not what you think, in 2017 there was no KYC, you could play with VPN and there was no problem, because the casino cares that the player enters and plays, deposits and plays nothing more, in fact For any problem the system assigns an ID which is a way of identifying everything so that it can do things well and they can solve the problems, so in this order of ideas the things that can come out now are a series of advantages that they wanted to sell us, the VPN is to be able to access any site bypassing government prohibitions, so for me that is not bad, I believe that everyone deserves to access sites regardless of geographical area.
I think you are missing the point here and it is not about the time the KYC started being enforced, it is about the mode of enforcement and usage of it which could be misleading, overbearing and selfish at times. Also, I know all the points you stated above and no one is denying the fact that VPN can be used by the residents of countries where a certain casino or website has been restricted by the IP so long as the use of VPN is allowed by the website itself. But my main point is that there are risks as well, which many may not be looking towards but can still put them in trouble, and as a matter of fact, it's constantly putting them in trouble.
For those who are smart about it, the casino could discover that the customers use VPN and use it against them, guilty or not. This is why I entirely preached against the use of VPNs in casinos. We've seen enough cases on this forum where the casinos will always be alleging the use of VPN or multiple accounts while the gambler will continue to swear it was not true, I feel for these guys, so what do you expect? I am a smart person and I think the smartest way to go about this is to use your local IP, and if a casino is not allowing your country, just skip them and move to another to avoid the VPN usage and VPN-caused multiple accounts detection, which in many cases can't be true but a way for the casino to do their thing against the gambler.