You don't have a choice because it's a free gift, you're not paying for it therefore the casino giving out the bonus determine when you recieve it and how long it stays. We shouldn't be feeling entitled to things we don't have any reason feeling entitled to.
Also we should make sure we read terms and conditions of a site before using it. If the OP had read the terms of the casino, he would had known that KYC is mandatory procedure one has to complete before they can make withdrawal of large amount.
He should know that casino mightn't request for KYC when you wins small bets but if the wins are big they have to know who they're makings the payment to, incase the authorities comes to question them in the future for money laundering and other crimes.
A deposit bonus is not a free gift to be precise, you get the bonus when you make a deposit using your own money, and that doesn't make it free. A free gift means something that you receive for doing nothing and spending no money from your own pocket which is not the case here, bonuses are a token of appreciation by the casinos to you but it comes with some requirements so that it is not abused.
Reading terms and conditions is obviously an important step before using a casino because if you read terms and conditions, you will understand what you can and what you can't do on the platform and you will also come to know what the casino likes and what it doesn't.