Casino operators are strict about VPN use because of their licensing requirements. They risk being severely penalised by the country of the player’s jurisdiction if it is found out that the site does not follow that country’s regulations concerning online gambling.
Online casino licences require that the site only offers games where they are permitted, and in the way it’s permitted. There are 195 countries in the world; 56 of them have very strict guidelines with regards to gambling, and 10 completely forbid their residents to play slots. Failure to comply with these rules can lead to the loss of the casino’s licence and more.