There are some casinos which legitimately request KYC and people accept it. I'll ask you one good question to answer yourself: Will you show your ID to random person which meets in you street? Of course no, but will you show your ID to a person that works in Bank and needs it for you? Of course yes. That's all. There are a lot of casinos and most of them are like random persons in street and there are some ones that are like official people in banks and etc. That's the whole idea and answer of this question.
KYC is not really a problem.If its the rule so every gambler should abide in it. But the question is can they give a perfect assurance that our real identities won't be revealed even in the years to come. I doubt if they can perfectly do that so as much as possible,i still go with gambling sites that still not requiring KYC.