We should distinguish privacy from anonymity here. A VPN can conceal your activity from your internet provider, but it doesn’t make you anonymous to a regulated casino. These sites need verified identity and location details by law. A VPN creates a direct conflict between the information you supplied when you signed up and the network data you present when you log in. The inclination to use one often comes from pursuing better bonuses or games you can’t get at home. But that overlooks the responsible gambling controls and legal protections built for your actual location. Any perceived benefit quickly vanishes when you consider the real risks involved.