The essence of cryptocurrency is being secured and anonymity. .
This is a common misconception. The main advantage of cryptocurrencies (most of them at least) is not being anonymous but being a trustless payment method. Bitcoin, the leading crypto, is not anonymous, it's pseudonymous.
IIRC the main reason why this centralized services aims to get licensed to operate legally is because they are accepting fiat as currency to their service which makes them legally obligated to follow the government law in regards with fiat AML.
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This is not correct. It doesn't matter whether the casino accepts fiat or not. As long as it's a licensed business they need to comply with regulations. Even pure crypto casinos, if licensed, they need to enforce kyc.