I'm a bit curious here. Why is it easier (compared to exchanges, payment processors, etc.) to run a gambling site without being forced to implement KYC/AML?
I even remember FaucetHub (A service that allowed you to create your own faucet) shutting down some time ago because they were being pressured into implementing KYC just because they were "storing" funds for users, even though, most of the payments that the users were receiving were "dust payments". So again, how is this any different from gambling sites?
People are more likely don't like to do KYC because thats the main reason why they are using online money, so they cannot be trace.
Also many people don't have valid ids to do so.