~snip
Yes, since casinos allow players to use VPNs, it will be almost impossible to detect accounts without performing KYC. I appreciate that the KYC casinos started accepting VPN users. They can ask for a KYC if they doubt a player.
People really should stop using VPN's when going in online casinos.

Casinos have to follow the laws and one of those laws is making sure that people from forbidden countries are not playing. A VPN might cause confusion and untimely frozen accounts.
The least stressful solution is to give your KYC to the casino when you create an account and
play with a VPN all you want without worrying about having your account frozen for inspection.
Also: Not only do VPN providers not "keep your data safe", far from it. They have are known to share user data when the law requires.
And some have been hacked in the past as well.
Pro-tip: Pick a casino and stick with it.