This is true, one can't compare the degree of safety between performing KYC for trusted companies versus brand new or shady projects. However, KYC always carries a risk, we have seen many times with leading companies in their sector, like in Ledger's case where
data from 270K crypto wallet buyers were exposed: so no matter how big and secure the company is, there can always be weak points. In fact, the larger the company the more likely it is to be targeted.
KYC data can never be secure because there is always the possibility that the gambling site where we play (even the big ones) will experience a data leak due to internal and external factors that occur. After all, the choice is ours (whether to continue gambling activities at gambling sites that require KYC or switch to gambling sites that do not require users to do KYC)
including KYC on gambling sites must be with the consent and self-awareness of the user, don't be unable to withdraw money just because of inaccuracy from the start.