There might be countries who totally ban all sorts of gambling including the offline ones but for those who still allow some, it would be better if you play on the casino where it is fully legal. There is no need to use a VPN. I don't like this actually because I think it makes my existing connection slower and also my gameplay because there are now more than one app running in the background.
If VPN is not allowed by a the terms and conditions of gambling site, the more I will not use it but there might be some who continue and are lucky to not get caught. If in case it gone wrong, well I guess they will accept the consequences easily and just move on. It only becomes hard if we accidentally win a really huge amount.
I will also do the same thing if I can't access casino sites that are prohibited by the government of my country, I will not try to use a VPN because obviously it is very unsafe also in many cases the account is banned by the casino and can be frozen, so I it's better to play casino that I can access using my internet wifi without having to use a VPN.
I know there are other reasons people use VPNs, namely wanting to hide their real IP, but actually it's also dangerous if the casino marks them as users who violate the rules, usually there are also rules not to use VPNs, you should also read the terms and conditions of the casino before using VPN at least contact their service support.
Without question, your apprehensions regarding the employment of VPNs ring true, especially when considering the possible hazards at play. Indeed, as you've highlighted, one might face complications such as decelerated net speeds or extraneous applications leeching off your computational capabilities. Nevertheless, I'd advocate that a high-level VPN service would only inflict an insignificant effect on both your Internet velocity and overall system output.
Moving to the sphere of legality and user agreements associated with virtual gambling platforms, I concur without reservation. It's utterly critical to remain in strict compliance with the stipulations imposed by these digital arenas and the relevant governmental bodies. While the rigidity of rule enforcement may fluctuate, and a select few might evade repercussions, I must stress that such a path is not wise nor recommendable.
Diving into the aspect of concealing one's actual Internet Protocol address, though a VPN does proffer a layer of anonymity, one must appreciate its double-edged nature. There's a clear and vital difference between remaining anonymous and intentionally bypassing regulations. Ergo, it is absolutely necessary to peruse the terms and conditions diligently and don't hesitate to contact customer support in case of ambiguities!