I would rather have a verified account, I have nothing to hide and I do not want to be betting against others that are playing with money that may not have paid taxes and may have been illegally obtained. It is not fair, because they can afford to loose much more than me and still be well-off. You must consider if a site that does not offer verification is really for you.
By having a verification account, at least we are not trying to go against the rules implemented at the casino so that something we don't want doesn't happen. But we really have to find a casino that can protect our data from being hacked so that hackers don't misuse customer data. I have no problem verifying, but if I can still gamble anonymously, I will continue.
That is if it's mandatory for the site to have a verified account but if not then there is no problem if users will comply on it or not. It does not mean that you are hiding or avoiding something. No we shouldn't think like that. Instead, can we just think that we just want simplicity and doesn't want some hassles? It also has to do with our privacy.
It's only the hackers that can misuse the users' KYC but it can also be done by the casino itself if they have a hidden agenda. They can also sell it for an extra profit. I think there is no way to tell this and maybe there are some legit casinos who are secretly doing this? I hope I am wrong with this one.