and then casino decides to ask you for KYC
You can search for the gambling websites which don't require KYC, so no matter if you use VPN, you will be okay to withdraw the money.
To @Pmalek: Did you use a free VPN or premium VPN? Because I think the result will be different between free VPN and premium VPN.
Most people will withdraw their big winning at once without dividing it for many withdrawal transactions. Their reason is that they want to avoid the fee. If he realizes that the fee is not too big than his winning, so he doesn't have to withdraw at once.
I think the gambler needs to find what the gambling site they should choose, and before they can find the right site, they don't have to use a larger amount to play gambling. Their purposes of playing gambling are finding which site allows them to register, play gambling, and withdraw the win money. But if somehow, they got a big win, never withdraw all of the win money at once.
We got a list from @Pmalek. Thanks to him.
So you know which site that you can use to playing gambling.
Although gambling sites have IP blocks for some restricted countries, it doesn't mean that a gambler can not access that site because as long as a gambler can use VPN, especially a premium VPN, he can visit on that site without a problem.
That is a completely other discussion. In case the users are cheating on purpose and telling lies about their nationality/location, they only have themselves to blame if things go wrong.
I would like to see the casinos do a better job on their end.
I think the gambling website don't care wherever they come from, and they never ask their visitor (for the gambling site which doesn't ask for KYC). But they can monitor which countries that access their site. But well, the casino can say that their member breaks the rule because of something.