Even though using a VPN is still good and there are no significant obstacles here, I think that still doesn't guarantee there won't be problems for your account in the future.
I think it would be better if you don't really push it until there are further updates on this site in your area than you receive something you don't really want when later there are problems in terms of withdrawals or something else in the end.
it's still possible if you just want to have fun but I think when there is a clear advantage later it will definitely be used or withdrawn isn't it.
Looks like he is trying to hide the original location so that he uses VPN but he doesn't check any country that is not allowed to play here so he always gets the same notification. VPN is used to hide the original location of the player whereas the country is included in the list that is prohibited will be very dangerous for him because at a certain level he will do KYC and there will be a problem.
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I think that's both a bad thing but also not a bad thing at the same time. It's normal for people to want to hide their location, hell even the owners hide their location when they login to stake, imagine how normal it is that even owners could do it, so that's a normal thing.
But, the VPN that he uses must be either a free one, or a bad one, and if you use something that is much better and expensive and famously known, then all of these problems would go away, and you can even pick the location that you want to be part of, that would be a lot better. I personally believe that the best thing to do here could just be changing the VPN because that's the only bad part.