Why are you talking of a sub-account? I don't think it's possible when there's a KYC requirement, one account is for one KYC, even in the bank, you cannot open 2 same accounts under the same name because they only required one KYC document or verification for every client.
For a gambling site that is regulated by the government, for sure there's no difference from the requirement of exchanges in terms of KYC verification.
I've read somewhere, anyone can allow using the same 1 identity (ID card or passport) to create another account in the same exchange. the register just makes a different phone number but I forget where. I think the exchange that creates this rule is to get a massive new member.
I am not sure what exchange are you referring but it is doubtful in my part to trust a exchange allowing their users to create another account using same ID or passport unless there is a case of losing the account and the member needs to have new one with the blessing of that exchange.
but if the sole intention of that exchange is to gain more users? then the chance of this being sammer is there.