In the end you need to provide your personal information in life for anything that involves huge amount of money.
*When you open a bank account.
*When you buy a house or a car.
*When you win the lottery.
*When you pay taxes.
*When you win a huge amount in the casino.
It's what happens when you become an adult, and we haven't to be afraid of that because we are not doing any illegal stuff.
Though KYC is still not completely mandatory to all casinos, but as all casinos get centralized, eventually we will end up in a no KYC, no betting rule because that is expected to end in that way. So its better to adopt it earlier and accept the fact that all casinos are bound to require strict KYC compliance if you want to play their games. Otherwise, youll stay betting in gray casinos and gets no assurance and security on withdrawing your funds.