Keeping your identity private is probably possible only with blockchain gambling. I doubt if centralized gambling have a way of preventing governments from attacking them in any way
If you are just playing yes you can hide your identity in online gambling but everything will change once ypu hit the jackpot or when you hit the bigger.prizes because from thwre you will find the need of KYC by surprise .and this has been an issue ever since and you can find that in reputation and scam accusation thread
But for me the unique advantage of online gambling is the accessibility since you can play anywhere, everywhere as long as you have funds and internet and gadgets