As we see, all crypto casinos have a KYC procedure, except casinos without license(the same time it is enough dangerous to gamble in such casino as for me). The difference is just what you have to do. As i see - all casino get your personal data, so i don`t know for what purposes we use cryptocurrencies in such casinos. It doesn`t anonymize us.
You are bound by the rules and casino is bound to protect the integrity of their system and the only way casinos can do that is to do KYC on account that they think is a fraud or abusing their features, yes Cryptocurrency can help us anonymize our presence in casinos as long as you are following rules and the casino is compliant to regulators and reputable you are still safe.