Sometimes some exchanges Don't allow founds from different gambling site and they postponed withdrawal and deposit. Exchanges have some regulations and rules where exchanges don't permit gambling fund and liquidities.
If you done KYC on those gambling site or Exchange then I also believe that there should be no issue on that, not unless you violate the rules and regulations of that gambling site or that exchange. I've tried withdrawing from duelbits to exchange and the transactions gone smoothly, this is kinda rare and maybe also depend on how much is your withdrawal, better to contact the support to confirm your problem.
KYC is not the answer. It is a different thing altogether. If the exchange does not allow deposits from gambling sites or withdrawals to gambling site wallets, then they are simply not allowed. Whether you have undergone KYC or not, actions will be done to your account once it is discovered that you are involved in prohibited transactions.
The amount does not matter either. What's not allowed is not allowed regardless of the amount.