Gamblers can escape KYC but obviously it will cost them not to play at their favorite casinos that demands KYC. Please bear the fact that engaging in gambling casino is not compulsory, it is a volunteer action of a person in hopes to win amount of money while having entertainment. Thus this means if a gambler don't want to proceed with KYC, he has always an option not to do so but obviously as I stated, he then sacrifice his right to access casino services that requires KYC.
They will have to decide what is more important with them, privacy or chance to play games and enjoy a casino that provides most games but require KYC mandatory. I believe that they can choose many casinos without KYC but big casinos usually require KYC nowadays because as big businesses, they are targets of governments for business tax and also more regulations.
With smaller casinos, gamblers can avoid KYC but they can be requested to submit documents for KYC with some special terms of service that trigger KYC card by the casino.
Very generally, when a gambler uses a centralized casino, KYC is always a risk for him if privacy is his concern.