If you don't mind not having US customers, it's easy enough to get an online gambling license in a few jurisdictions, maybe $20-50k all in (Nevis and Anjouan are a couple of the more notable ones), at which point you can serve a large portion of the world. This was basically the scenario polymarket was in for awhile until they started making inroads into US regulatory apparatus.

Wasn't there a crypto betting platform that was operating outside of the US, blocked US traffic and the US still went after them?

I don't remember any specifics, or if I'm remembering anything right at all, but I feel like I read something about that.