Possible breaking rules

Hi. There's this casino site that allows players to play with a VPN ( Virtual private connection) in their site. To have access in other games slots like NetEnt and other slots that aren't allowed from this Casino site in sweden. Is that even allowed to do so? And if not that's how I played and lost over 2500 euros there and if this was against the rules I want my money back and all my net deposits from this casino. They have even sent me an email about it how to get a VPN and play so I just think that is not by the rules and it's against it. Thank you