I believe they never did before they found cheatsheets by users like HufflePuff who found the seed and looted the house edge badly, and was even into making more unless they decided to stop this by asking for KYC. Reference - https://bitcointalk.org/index.php?topic=843892.0
This is actually good if they are doing it in the interest of both - the users and themselves to protect both the ends from getting scammed in either ways. But, I am against regulations and if they will be doing this to present the data in front of governments, well all I have to say to such gambling sites is - FUCK OFF. When we deposit at their sites, we give their house edge a chance of the % set by them to be won at their end, but if these things will ever take place surprisingly to harass the users and not to let them withdraw - by making them stop the pursuit for their own money is ridiculous. Unfortunately, in today's world where Bitcoins have gained too much, everyone is becoming cunning under the name of, let's say, Governments asking for blah blah documents to process your withdrawals or like we need to have them for future reference that we are paying the correct person.