Me too I don't see any importance of implementing KYC for the players because gambling site are not affected because we are player and we play gambling by our own money not their money. I don't see any advatanges for the player and even benefits of requiring to follow KYC that implement by the gambling site. KYC is for the project is better and do not use it anymore to the gambling.
It is a choice for a gambler to do KYC or not, it is our call also to keep our identity still anonymous to everybody or not.
But I've never thought that gambling site will highly required players to do so cause they'll know what possibly will result giving the doubts that they'll be using it into other activities. That's is commonly a question for everyone submitting KYC and it for sure, not a guarantee that it will keep safeguard to their funds.