Right now there isn't much regulation in the Bitcoin gambling ecosystem except maybe sites banning certain visitors from like USA.

However in the future there will be regulation and then most likely gambling sites will be required to KYC.

Right now most of them do not. The only KYC you hear about is when someone tries to mix a BTC balance which was taken from a dark web or some stolen BTC.

The site operator then has to make sure the funds aren't stolen and legit and needs to due diligence against future liability.