It is really a big deal in this world of bitcoin, because the purpose of bitcoin exist is to be anonymous for everyone so by giving out the KYC, it will be problem for most of the people right here. What is the point of giving bitcoin from the start if you still exist? If your there is a small chance to let your privacy get out then you will risk it, by getting scam in the first place. So it is better not to submit to any KYC
If someone really don't want to do KYCs and lose their privacy a little bit, they should separate their withdrawals by many rounds, and avoid KYC requirements. There are usually thresholds of withdrawals per day on casinos (as same as on exchanges), but if someone have intention to stay anonymous, they should withdraw gradually whenever they feel their balance exceeds their setup threshold. Managing account like this will help them to avoid KYCs