I don’t think that’s a big deal. All major crypto casinos have some country’s banned because it’s easier to do so than to deal with possible future headaches. Especially when there is vpn.
But you can always check the TOS regarding VPN usage. If they have an open policy they shouldn’t have any shady sentences in there. I would like to know what they mean with the “use vpn at your own risk” part. What risk exactly?
Regarding kyc: I’m not registered there, do they have verification levels where the first level is just filling out data without any document check like the other casinos? If so, switch country there. You moved or whatever, if you feel better like this.
if anything keep in mind it would be a major own goal to now start being shady with their policy, especially with bandit promoting them.