It used to be that only players from the USA had problems with being denied access to online casinos. These days, with more countries bringing in regulation over online gambling, players from many countries are finding that they are not welcome at some online casinos. The latest attempt at regulation in the UK saw the imposition of a new gambling related tax, which caused a lot of casinos, and sportsbooks, to stop accepting players from the United Kingdom altogether. Other countries, such as Spain, imposed such high taxes on their licenced online gambling operators, that only a few remained in that country at all.
What the official line might be, these things are never done for the benefit of the player, and the player is the one that ultimately is affected, either by being ejected from their chosen casino, or having to accept less favorable odds and payouts.
Still other countries are in the process of regulating, or thinking about it, which makes it difficult for casinos to operate in those markets right now. The attempts at regulation in Romania have created some problems for legitimate operators such as Bet365.
You also have the situation, again caused by regulation, where some casino software providers will not licence their software for use by any casino that accepts players from certain markets. The most well know occurence of this is the MicroGaming licence which prohibits its licencees from accepting players from America. But another well known casino games makes, Aristocrat, does not allow players from Australia to play on its games, even though this company is actually from Australia, and makes games for the real world market, which are available in that country.
To add to all that, certain payment providers will not allow gambling transactions for players from certain countries, even though players from those countries can have accounts and use them to buy other products and services online. The most well know, amongst gamblers anyway, is MasterCard, which restricts gambling transactions for players in many countries. While it is still possible to deposit using MasterCard, though you may have many issues when doing so, it is absolutely impossible to make a withdrawal back to your Mastercard.
Other processors, ones that have openly embraced online gambling and have no problem processing these transactions, such as Skrill, still will not allow Americans to use their ewallet to make a deposit at a gambling site.
From the landscape in 2016, it looks like it will take years for the online gambling market to be completely sorted and regulated. Remember that the UIGEA in America created problems which have still not been solved 10 years later, so it would be pointless to expect a quick resolution ot the whole online gambling regulation issue.