A VPN always has the potential to cause issues and they cannot guarantee it won’t happen, though the terms of use themselves don’t exactly ban the use of a VPN to play (many people have said they were using one, especially during routing issues from their ISP/country, and I’ve never seen a blue outright stating it was banned).
Largely the problems arise when people use VPNs that are public/might have been used by individuals or organisations with less than honest intentions, as those do tend to get flagged by Blizzard.