Don't complain while you're playing in centralized business.

If people want 100% anonymity without needing to be question for the identity, then go to on-chain decentralized gambling (Most the time, on-chain dice or lottery). All-auto via smart-contract without needed KYC.

People are mark checklist T&C during registration, If on T&C they required KYC in some situation. Then don't really surprise or mad, If they ask you to do that because everyone is agree during the registration.

No body know for the data is being sold or no, so it's better stay quite about that.