If you are going to fill out KYC, make sure you are dealing with the best and legit site so you can have your peace of mind.
This is good advice though our KYC information is always vulnerable no matter how good the security of a site is. Bigger sites like Binance got hacked and KYC information of many people were sold on the dark web.
You have a point, there's always a possibility of data breach and hacking but it depends on the platform's security. That's why it is important to not disclose your personal information to just random site. As Johnyz said, make sure the site is legit and reputable so you're certain that your informations are secured. Anyway, it's been a while since Roobet implement kyc and gamblers already used to it (not a big deal anymore) because nowadays kyc is already common for regulated casino. That's why I wonder why this issue is often discussed here.