That is your legitimate right, and I respect that. Although, I don't know how important it is for the government to know that you keep any crypto unless it is illegal in your country. And, if you're gambling with a portion of your stash in the casino, you don't have to reveal the whole thing. There are mixers, coinjoin, and other methods you can use.

Regardless, if that's how you feel, then I recommend using fiat instead of crypto for gambling, or even better, don't use casinos that clearly state in their terms of service that they have a KYC policy in compliance with laws and regulations.