No, I said there is nothing wrong in using proxy. 
Okay I got that! 
I'm glad you understand!That is called money laundry and breaking the law.
Didn't you mean laundering ? 
I agree money laundering is breaking the law and hence measures should be taken by the gambling websites to make sure it doesn't happen by taking notes of all the high figure deposits and then doing a KYC rather doing it after requesting a withdrawal.This keeps it fair enough for both the parties involved.