For those who are already familiar with how most casinos operate, it is not a frustrating situation at all, it's just the norm.
Online casinos most of the time do not ask user to verify their account upon registration, but the do state in their terms of service that they could ask a user to submit his or her kyc documents at anytime.
And from several experiences, it has become a norm that best time casinos ask users to submit their kyc documents, is after winning a huge amount of money and possibly want to withdraw, anyone that have been gambling before should already know about this and don't find the situation frustrating when it occurs.