We should get used to casinos requesting KYC during big withdrawals since we are constantly being faced with such demands at some certain point.
The only way to avoid this is to play on a decentralized site only because most of the AML compliance platforms with a license will require some form of KYC if not at the beginning of your registration there will ask during the cause of your playing with them if you win an amount higher than $5,000 and you want to withdraw the whole amount, you may be asked to submit your ids.