This whole process of using proxies and VPNs to access crypto sites is a big hassle in my opinion. It's best to stick to sites that are allowed instead in order to abide by their T&C and not be deemed suspicious.
Right now, right here crypto gambling is cool, maybe state lotteries and all that is good enough too, horse races? Sure why not. But think of a world where everywhere is like Vegas, casinos are as common as cinemas and theaters (not as common as cafes obviously) in that world everyone would constantly go to casinos to have fun and that would eventually lead to troubles.
So, I understand why many nations ban gambling, at decent dozes it is nice but when it becomes national problem, you can't stop it without making it illegal.