There are some positive and negative effect of your suggestion although generally it's a great idea but since cryptocurrency related gambling casinos are mostly online, getting a verification that the individual intending to close the account is actually the owner wouldn't be an easy task since an account can be hacked and closed without the owner of the account having any knowledge. Therefore the initial step of contacting support is still recommended in my opinion.

This can also lead to misunderstanding better the house and the customers since account with funds can be mistakenly deleted and it might not be recoverable, which will lead to the affected individual spreading the fud of the casino been a scam casino, spoiling (staining) the reputation of the casino in the process.