Anonymity is the major reason why many prefer Bitcoin. Maintaining it in the e-Wallet is completely anonymous. For instance, depositing and withdrawing through Bitcoin eWallet is anonymous on its own, but in a really great Bitcoin casino, the process of signing up also is completely anonymous. Sites with features like these are the ones that attract many players. Cause gambling is still illegal at some countries, so this is the best feature to free gambling.
I am not sure why people want to stay anonymous while gambling. It is safe to stay low profile but honestly, not a lot of people are interested in guys like me. They won't even care if I roam around openly. Therefore, it is better to keep the bitcoin in wallets and wait for the price increments. Bitcoin is the future currency and it will be the most expensive asset also so I suggest not risking it in any way.