exactly , better to not play in a casino that you don't feel comfortable .
if you wanted to be private then play in casino that has no KYC requirement .
We are not forced to play on particular casino so we are free to gamble anywhere as per our wish.If we are not comfortable and want complete privacy we can choose that casino but with time many casinos are opting for KYC norms to comply with the AML policies which is becoming trouble for those people.But we can't do much about it at last.