Right. That's why others are also reasoning the same but, do we have an option if our funds are stuck on any website and they required us to follow so that they can allow the withdrawal?
This can only happen for two reasons:
1. The casino is gathering data of its users. In this case it is a scam and you have lost some money if you decide to not share your details.
2. You source of money was tainted. This is the majority of cases we see on bitcointalk where a newbie account comes up with the complain of not being paid by casinos and that the casino is asking for KYC. The bottom of the case is that the victim themselves were doing shady stuff and got money from illegal sources and sent them to the casino, to play and use as an intermediary and then cashed it out only to get stuck by the security check.