Why ? Just why ?
Are you against crypto gambling or against KYC? There are platforms where you may gamble without KYC, there is always a choice. At the end it is just a currency and a service, if someone thinks it is worth it, why not to do it?
But there are some companies that didn't indicate it on their T/C until when one win big then they would come up with KYC verification and other documents uploading. Although as you said it is by choice, it will be the option of the gamblers to choose between a company without KYC or with KYC. But as for me I prefer the one with KYC because it has more security than the one that doesn't have it.
But one thing is that if I used my deposit my money with any amount and win a game either small or big I suppose withdraw the fund because I bet the game play it and win it so I should be allowed to withdraw my wins. I don't see anything wrong of winning big with my own bet. Like what happened in Nigeria almost 3 persons won millions with just a dollar. $1 to win $51,000