It's not private anymore if a casino will require us to comply with the KYC.
Though there are still a lot of casinos that really offer anonymous gambling, the moment they get a license, it's just like they are turning into a fiat casino because they are already regulated, hence gamblers have to comply with the regulation.
It's only private if it's a "real decentralized" system that we are using, unfortunately, it does not work that way becuase bitcoin is only a payment method and we still follow the typical type of gambling.