Stupid decision for high rollers to avoid KYC compliance casino since this could make them more secured especially when dealing on their accounts and transactions happening there, hackers cannot easily withdraw especially with huge amount of money since for sure they will be flagged and ask for KYC for verification.
Compare to Non Kyc casino where hackers can easily take out their balance and worse the casino where they trust is a scam and they cannot withdraw their money deposited on scam casino.
In the casino without licence the rights of players are not protected at all. The owners of such casinos can close them any time they want taking the money of the users. It is so simple to open new casino and do not pay players at all.