These days you can hardly find casino that are completely kyc free, for whatever reasons at some point you will be required to pass kyc and particularly in sensitive cases as this issue of multiple accounts it's through kyc verification that can be used to prove your originality as the account owner and to further prevent you from having such experience in the future. At this point the ball is in your court to make your decision depending on how important your account is to you.
You say for whatever reasons but you named them quite accurately...
At this point in time, a non-KYC casino is more of a risk than a KYC casino. The reason being that there are no truly decentralized casinos which can distribute winnings without going against any laws, like funding terrorists or money laundering. So KYC remains a must because of such laws. Maybe AI will soon be able to take over this role, but until then we are completely at the mercy of the casinos. And they are at the mercy of regulators.