If a person wants to be anonymous, he will be. He will hide IP addresses, will use different wallets so that it is not possible to track where he withdraws money.
Except that they won't be able to pull this off if they are using a centralized service that is AML compliant like some casinos such as cloudbet.
What happens when you make a deposit, win so huge, and cloudbet asks for KYC verifications? You are from the US, but you IP address from a VPN service you are using show that you are from Japan?
But the question is, why does he need anonymity at all?
There are so many reasons from bypassing geo-blocking, privacy and tax evasion