The things that annoys me when it comes to online gambling is unresponsive customer support and needs hours of waiting for the reply. Aside from that, delayed or the need to wait for longer time when withdrawing and same goes to the crediting of deposit when the casino promised a 1 confirmation (bitcoin deposit) and yet the deposit amount isn't credited after 2 to 3 confirmation.
Get a withdrawal stuck followed by KYC request.
This is the most annoying of all. I would be in rage if my withdrawal gets pending and the casino requires mo to do KYC. I would feel that the casino is trying to rob me.