Ok, suddenly the casino you're playing asks you for proof of income to be able to withdraw your winnings and to keep your account in good standing, your bankroll every month is $500 and you provide proof of salary that you are making $500 net every month, will they accept that proof will they accept that you are putting all your salary for gambling, will this violate the principle of gamble for fun, because you are working to gamble based on your proof income.
Well it's hard to believe that you're using your whole salary for gambling. How about your other expenses? Are you going to rely on your gambling winnings to have such decision to gamble it all? Anyway, I don't think there's a casino who would care on where their players getting their money to deposit. Isn't it good for them that their players are consistently playing and spending their money on their platform? Because it's none of their business. But is this based on your own experience in a specific casino?
Personally I have never been asked to go thought KYC myself, however for what I have read other users which have done so, there are in fact some instances in which a casino could in fact ask you where your source of income is coming from.
After all they do not want to get in trouble themselves by allowing a person to gamble with funds they could have gotten through criminal activities, however other than that I do not think they care about the scenario the OP is worried about.