Nothing at all.
Honestly, when your tax office ask you from where did that money come from, explain to them why it came from gambling site, especially if you country banned online gambling.
So you mean to say gambling websites are enforcing KYC's so that I have a valid answer to my tax officer when questioned about my money ? That's interesting.If gambling is banned in my country and yet I'm finding ways to gamble,I think I'll have my own back-ups to liquidate money as well.
Can you find one single old(fiat) gambling site which will enforce KYC on deposit?
Please, find it and post it here.
That is what I'm saying,they should do KYC on deposits and not only on withdrawals.