You need to get used to the fact that cryptocurrency will soon be fully regulated and licenses will be needed for everything, both for exchanges and for casinos.
It's not the cryptocurrency but the online casinos that will be regulated. Few years back, these gambling websites aren't that strict. I still remember playing on many websites without worrying to do KYC. They just set a limit that would trigger someone's account to do it like the user will withdraw an amount more than $1000. If you're just a small time gambler during that time, you won't need to compromise your privacy just to withdraw some small amount if you manage to win some.