since most licensed casinos are requiring kyc from their users, better play and submit your kyc docs to few reputable casinos that you think you will really play with most of the time. it is best to submit kyc to only few of these casinos. and not to every casino which offer bonuses or rewards. as each gambling site have their own terms and conditions as well as gambling license, much better to read those sections before you start playing with them. so you won't get the surprise of your life when you request for withdrawal from the site. also, if you will use vpn, better inquire from the casino if it is not clearly stated in their ToS.
It's true fact most of the country ask to complete the KYC in the gambling sites to avoid of money laundering using their site.Actually it was the strict guidelines from the government of the most of the country.If you use the website ask you to do kyc means,So it mean you are in the right gambling site.But this alone not defend the good gambling site,it was one of the criteria.You also need to check the gambling site owner profile in the social media to verify the gambling site.