We don't need to talk about necessary or unnecessary, but it's technically possible every games would ask KYC because it's centralized. Most of your friends play that game and you want to play that game too in order to join their circle, will you submit your KYC? obviously yes since you're don't have a choice.

NFT is centralized, so the government can collect the tax from NFT. It's different if we talk about decentralized project where it can't be controlled by anyone including the developer.