Most people who know cryptocurrency will choose using crypto for gamble because they see that when they used crypto, they can hide their identity from the government and the banks. They can play gambling on any site which has many options for the coin to gamble, so they don't have any problem with the process verification. I think in the future, the crypto gambling industry will become popular than the fiat gambling industry because people can gamble on many gambling websites without verifying their identities. And the best is they can play gambling in their home without going to the gambling places.
I doubt you can hide from the government or banks because once you get to win a lot, at some point you'll run in to the problem of cashing out your money. There are exchanges that don't do verifications but eventually it's getting less and less as countries are starting to notice the demand for cryptocurrency exchanges.
It wont be a big problem IMO related to cashing out big win. If I'm in the position or big winning and worry about such thing then I'll just split it into many withdrawal. Send it to exchange lets say once a week or a month.
Or perhaps asks some trusted friends/family to use their bank accounts to cash out the big winning.