As per the answers you have already received from other users here, it depends a lot on the country where you will be hosting your casino.
Obviously there are several alternatives to opening a casino without a license, but you need to analyze the risks of opening a business with this level of "underground".
I say this because today there are numerous gambling sites, it is a market that is already very competitive.
so, opening another site without even having a license is already a big negative point for you when trying to gain the trust of users.