Basically the user has to analyze himself whether he really won fairly. If the casino finds something odd as you won,  they will look at the account thoroughly. If base on their information you did something irregular, its going to be an issue for them not to send you funds. You really have to look at yourself whether you have faults or it will just be costly for you to file lawsuit.

If you won fair and square I don't see any reason to hold your money but they may ask KYC first, I saw stake asked source of funds.