This is what Russia is (semi-successfully) doing.
You either need to firewall the nation (which I imagine would be pretty unpopular) or it's just a waste of resources.
VPNs are incredibly easy to spin up, gambling groups are not. Within a week I could probably spin up a dozen or more semi-legitimate VPN companies. Multiply that by however many hundreds of people are willing to do the same. Add a few thousand more people willing to spin up completely shady 'free' VPNs.
The scale quickly exceeds what you can possibly block, unless you firewall the nation.
The article that our comments are under are about an 18x increase in sign-ups from the UK for one provider, a 2.5x increase for another provider, a 10x increase for yet another provider, etc. in just days.
I'm curious about your stats for China/Russia, though. Where/how do you find out how many internet users in those countries have a subscription to and/or use a VPN? Would those stats continue to hold true if there was not a great firewall in China, and just rudimentary IP-blocking of VPN providers?