Everyone of us have different perspective in our life like in gambling industry there are many gamblers who want to gamble in the casino who don't ask KYC it because they protect thier privacy and to remain anonymous.
Different perspectives will give different values to each casino. If they are concerned about privacy and don't want to touch KYC at all, then use gambling that implements Web3 which is currently starting to appear, using only the Metamask Wallet without the need to log in with a username or anything.
Most decentralized casino does not offer good games, while most web3 casino that gives the option to connect metamask for log-in has also KYC requirement on their TOS. So these licensed centralized casino that take advantage of Web3 technology can ask KYC anytime they see fit.
But some gamblers gamble in license casinos even though they know that casino will ask some of thier private information in order to withdraw their winning money.
And gamblers who want to play at licensed casinos and implement KYC will be safer from money laundering crimes and the like.
But you must attach KYC documents for the main requirements when you want to make a withdrawal.
At the end of the day, it is the players preference if they wanted to play anonymously but have high of getting scammed since most casino that does not require KYC are unlicensed or they can choos to a more safer way of playing but be prepared on submitting KYC.
There are still licensed casino that does not require and immediate KYC validation unless the account become suspicious of cheating or money laundering.