For the moment, Roobet is one of the only sites that you need to fill in some personal information when your register. But in the end, a lot of casinos require KYC when you want to withdraw some money (even small amounts). I have needed to complete a full KYC to withdraw 0.01 BTC.
Many casinos now are requiring their players to comply on their KYC verification. But there are still casinos out there where you can gamble without worrying about KYC especially if you're just an average gambler. However, always keep in mind the possibility to abide in this requirement since it's quite common now.
What casino is asking you for full KYC to be able to withdraw? Because in Roobet, you can already withdraw even you're in level 1.
But those who don't ask Kyc have questionable reputation so I would rather choose what I trusted since it give me more peace of mind while my balance still on their casino. Roobet require only level one which is pretty fair to small gamblers so I guess there's no really big deal when they ask about this since they are reputable anyway and also they are successful so they provably make sure that the data of their costumers are totally safe on their hands.