Before joining an online casino there are several things you need to consider. One of them is whether the casino is licensed or not. How is the security of that casino site? A good casino can be selected after carefully observing their various promotional offers, their withdrawal fees, customer support as well as terms and condition etc. are very much important to find out a good casino site.
If you're just worried and prioritizing about the security risk, then it's actually much better to gamble in a licensed casino but you need to accept and expect that there's a KYC. However, most of the non-licensed casinos are also reputable and the good thing is that most of them don't require KYC, sometimes these kinds of casinos can give you more freedom and competitive benefits that you can also get from the licensed casino. So, just like what the other guys said above, it's just a matter of personal preference on what suits you the most.