If I ever get a ban on any casino, I will simply just stop playing there, no matter how used I've gotten to the casino, there are several other casinos around, I will just pick another, and I am very sure that I will also get used to that new casino after playing there for one week or less.
There are thousands of casinos in the crypto space, and perhaps hundreds of them are reputable. Sure, it's easy for you to find a casino. However, what if you get banned? What if the casino freezes your funds? I think you should also limit your exposure to a certain casino. Just put an amount that you are willing to let go in case things go bad.
It's still important to be aware of the possible consequences once we break the rules so we can easily move on, and go with our 2nd option.
if you care about privacy too them opting for casinos without kyc is a good ideia though you probably won't find many or will find more with lower volume than the big ones.