In my own view, it's because there is no pressure from the government. No hard and strict regulations imposed. Different from how fiat gambling is regulated.

Unlike in exchanges, gambling sites don't really hold their user's funds for a long time. It's like a gambler will just deposit on their gambling session, play and withdraw right away. If their user loses, no one to blame but themselves. Compare to exchanges where sometimes it was treated by a wallet by anyone, users here at least need protection.

But this is only my view as we all know gambling sites and exchange site does have a different nature on which the latter really needs a strong implementation of KYC for an obvious reason.