It's true that some gambling sites require gamblers to submit their KYC when withdrawing big amounts, but there are many other sites that don't require any form of KYC when withdrawing big amounts unless they found something suspicious.
I know some people who withdrew big amounts in this manner and never submitted KYC so far.
In the past that might be the case but I get the impression that more and more sites are asking KYC even if it is not such a large sum that you want to withdraw. I needed to do full KYC when I tried to withdraw 10 mBTC from a major casino site and it is not that I was doing anything suspicious also.