I guess when your bankroll is huge (maybe over $10k or $100k?! Or even higher?!) you want some protection and you are ready for KYC or anything else that can/will help you if some problem appears!
When it comes to us small-time gamblers avoiding KYC is probably some kind of rebellion, between everything else, we can pass it but the question is why do we need it? We like crypto because of the freedom it gives us... and some of us are not ready to abandon that freedom. Anyway, if you are a fair player you will be treated fair, with KYC or without.