The problem is that KYC is needed regarding your money at the casino i am not sure they ask for KYC while there is no money in the account
so actually you can't avoid KYC while you have money there. Actually we don't have to worry if we don't cheat everything will be fine.
Easy to say that we don't have to worry about KYC if we are not cheating but considering that there are a lot of users of some gambling sites that got their accounts locked after getting a big win, I think that it isn't that easy. And this kind of problem could be solved if the gambling site did their due diligence of securing it from cheats and exploits.