Does every time we access the internet, every site that has been explored in history is stored in government databases, even if we use the browser in incognito mode?
But regarding the use of VPN apps to access gambling, there is no guarantee that your casino account will remain safe because you have to study the detailed terms and conditions related to VPN access from the list of countries that have been banned, if you continue to access it and the platform has detected VPN users, your account can be banned at any time. IMO.
It could be that the government keeps the data in their database because we don't know. The government can request each customer's data through their ISP, which is an easy thing for the government. The use of a VPN application can indeed protect tracking from anywhere. Still, we also have to be careful if we want to use a VPN to access gambling because we have to see whether our country is included in a country that is blocked by casinos or not. If the casino blocks the country but we use a VPN, we should be more careful and not use big money to avoid if the casino ends up blocking our account.
Well, not everybody want to pay for VPN service and they are rather very expensive because they are not pricing packages by country's purchasing power like some other sectors do. I'm pretty sure you don't want to give ~1/20 of your wage every month just for a premium VPN service, most sane people don't.
It's really annoying that governments completely shut the door on such a large industry, it's not just because they can't get taxes. They block such sites due to religious nonsense and interfere with people's lifestyles. There are options like Cyprus and Batumi for physical casinos, but online gambling has a different place and it shouldn't be that hard to go in.
If they really want to protect themselves from being tracked, they will inevitably have to buy a premium VPN and I think many people have already done that. Many people are selling premium VPNs for cheap and you can find them on this forum. The government may not want to get complaints from other parties so they close the door to the gambling industry. And maybe that's what triggers the growing illegal gambling in the country that the government doesn't know about. And people use online gambling to satisfy their cravings.
By using a good and reliable VPN you should be safe. Most governments don't have sufficient resources to track all their citizens' online activities.
The problem in the case you presented is not the government but the gambling website itself. Most casinos, especially regulated ones, ban users from countries where gambling is prohibited. So if they detect you are from one of those countries and you are using a VPN then they will ban your account.
It is true. Many VPNs can be used as our protection in exploring the internet. But if you want to use a VPN to visit casino sites, you have to be careful, especially if you are from a country where gambling is prohibited. No one knows when the casino will be able to tell if we are using a VPN or not because it is only a matter of time.