Nowadays its quite common for a casino to require their players to comply in kyc (specially the whale gamblers) because of the gambling regulatory law thus we should not be surprise if we are ask to abide.
Casino that doesn't require KYC often has bad reviews and likely scam their users. You will just be frustrated if you manage to win some big amount playing on their platform and not be able to withdraw it. They will suddenly require your personal information to withdraw your winnings. Submitting those info on non-reputable gambling website out of desperation is more dangerous than doing it on a trusted website.
Usually casinos that do not require KYC do not have a license while the license is sometimes a part where players consider that this casino was built seriously and has a large bank roll so it is all a choice whether to play at a casino that does not require KYC but does not have a license or vice versa and both have pros and cons