You could setup brand new wallet and play The Game on the testnet. But you do have to link wallet thats how web3 works
This is nice, people can play the game using testnet coins. But what if the user later change to mainnet coins, what is the probability that you will not scam the person? Your site was created just some months ago.
I will prefer to continue to use my gambling site which is centralized though but they are reouted and I have not yet been scammed before.