Well, some gamblers prefer to stay anonymous when they gamble. Its one of the reason why they dont want to comply to kyc specially they're just an average gamblers. It would be better if this is optional on a casino. If you want to raise your limits then you need to comply on their kyc requirement otherwise you can play without worrying about it.
Yes, I feel that and I am one of them who want to stay anonymous when I am playing gambling. I think it is already optional for many casinos and they do not force their members to do KYC but do not break the limit. The casino asks a gambler like that but unfortunately, we break it because of greed. If we are concerned about our privacy, we will carefully play gambling and always manage our money to gamble. We do not need to raise our limits in a hurry by depositing in a big-money but we can do that by depositing small money while also trying to prevent the limitations.
If we are high stake players or users who wanted to take advantage to casinos or other gambling sites then the user should not be surprised if they were asked for KYC but usually normal users who doesn't show any shady behavior or average gamblers doesn't need to be concern about KYC since only few were asked about KYC I've been playing for years now from different gambling sites and not even once I was asked to take their KYC (the mandatory one).