Honestly, would it worth it though? Like I could find KYC information of someone online, buy it from hackers or something and do something illegal there. Then I can use that to sign up here and give that information, which would be illegal as well. And then I could do something legal or illegal here as well and get caught, then all of the money would be stuck inside, what's the point?
What do you mean of get caught? most of casino only ask KYC for the last step of verification, so the casino will trust you with the personal information you did filled. It will be different with few casinos who ask a videos or live record about their verification, but it's just in rare case. If your name is match with the KYC you've send, I don't think you will have a trouble except the casino identified it's a fake KYC.
However fake KYC isn't only use for a services, you could make a new coin and submit someone KYC, so anyone will know the project is created by that's person, not you.