There’s a lot of factor why people choose to be anonymous such the government on his country is too strict to track all the financial movement of its citizen and playing on crypto casino might have a conflict to there law that’s why they want a complete anonymous to avoid conflict to the authorities. Some people don’t want someone snipping in there assets or sharing there information to other institutions unless it was really required by the government.
I get the point that you shouldn’t have any problem giving your identity if you don’t do anything wrong but it still a matter of preference on someone privacy.
Sometimes cryptocurrency is used for criminal purposes, so criminals want to remain anonymous. But in most cases, people just don't want to pay taxes on their income and show their big winnings to other people. That's why anonymity is so popular in casinos.
If a person has nothing to hide and does everything legally and honestly, then why does he need anonymity? Thanks to regulation, the rights of ordinary crypto holders are more protected.