First thing to do by certain individual to check if a casino will require KYC or not so that you still have a time to think about if you want to continue to play or not. Saying about you didn't know about implementation is dumb reason because it will not gain anything especially if casino have written rules about this option.
In any case, before playing at a new casino, you need to carefully study the terms of use of the casino, KYC conditions and withdrawal conditions. If you do not study this in advance, you may have problems with withdrawing funds. After all, it is not enough to win money in a casino, they also need to be withdrawn.