I'm not sure about privacy and anonymity because gambling platform now is gearing towards KYC.
Online Casinos especially fiat casino had already geared to KYC a long time ago, but because of the emergence of Crypto Casino, gamblers had his moment where we don't need to submit KYC because the government by then doesn't know much and isn't interested in cryptocurrency. The government took notice of it when lots of scam companies that exploit cryptocurrency and many of its citizen fell victim to it is recorded and many of these scam company make use of the crypto platform to launder those money. So anonymity and privacy in crypto casino is about to become a history of the past now. We should enjoy it while it last.

But I do agree that it's a very different sensation all along, if you just played all alone at the comfort of your living room, of course when you win big, it's going to be different as compare to lets say that you are in land base as many players will see that you win the jackpot or something. That's one gambling evolves with the advent of internet gaming.
Compared with offline Casino and online Casino that requires KYC, I think offline or land-based casino gives more anonymity and privacy to a gambler than an online casino that requires KYC. The reason why I think land based casino is much more anon and private is because the securities of land base Casino don't ask us to submit KYC or present ID when we are playing at their establishment. Except of course for some special cases,