Well you can't blame gambling sites nowadays to add KYC since gambling sites now accepts different crytos and allows you to exchange example BTC to ETH. If its a new site and ask for KYC, I wouldn't try to send anything to them, but if its an old site that has been running or operating for several years already, I would go for KYC.
Just because a site has been in operation for 3-4 years, there is no guarantee that they can be trusted. Because the ownership of these casinos change very frequently, and if someone is able to purchase a well reputed and long running gambling site, there is no surety that he is very clean. With the amount of identity forging going on these days, I would treat KYC as a last resort. And I am definitely against doing KYC in any of the gambling sites, no matter how reputed they are.