We have to be ready that maybe somewhere in the future, KYC will be asked by the gambling site not just because of usual big-related winnings, accounts being monitored doing some unusual behavior, or any related cases that can trigger their alarm and security.

However, I have to disagree that complying with the KYC is a stupid thing just because crypto-gambling is supposed to be anonymous. There are lots of reputable gambling sites around where even though there's the possibility of asking for KYC, still not a mandatory thing to do.