Of course they can, but it implies limitations for the business. A casino which doesn't adopt KYC procedure will be very limited inside the industry, because it won't be allowed in many countries where regulators enforce it to consider a business legit and legal. So they prefer to follow the legal requirements to be available to a larger public, to more potential customers. We can't blame casinos for that reason, after all they have to stay competitive and to seek for the ways disponible to them to increase their customers' base.