I use a gambling site (bitsler) from several years and they never asked me any kyc and they provided me telegram support. But while I have win few days ago they asked me to verify kyc and after verification they reduced my bet limit on cricket. So, those site which you are using obviously will do the same if you win any big amount. Also they may decrease your bet limit.
Hate to break it to you, but I did win big amounts(0.5 BTC) from a crypto gambling site sometime back and they
never asked me KYC. I never won consistently anywhere which is why my bet limits were never reduced so far.
Overall, it's still possible to withdraw your winnings from some crypto gambling sites without providing KYC.