Yes, I would because as much as I hate these procedures, I understand that for player security and sometimes for money-laundering issues we might be asked for documents and there is no harm in providing them because I am not indulged in any illegal activities and I am not someone who would ever be associated with big wins so I just don't care really.

The casinos I pick to play are known names in the industry so I don't care at all whether they ask me for documents or even selfies and all the stuff. I am trusting them with my money when I play there so why would I ever hesitate trusting them with my identity? No real reason I see.

Just avoid playing at new and warned casinos and you should be good with anything the trusted ones ask, as long as they give a reason for it.