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.
I know that for the people that have been part of the market for a long time this is not something they like at all as they would like to keep using centralized services without having to identify themselves, but those days are over, the more this market grows the more attention it receives from the governments and the more they want to regulate it, so people need to get used to this and if they want to retain some level of privacy they have no other option but to use decentralized services.