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I think that these are the best options for players when they use cryptocurrency payments exclusively in games.
And this is the optimal compromise between the casino, the player and the regulatory authorities.
Yes, it sounds a little bit utopian, but that would be the most reasonable solution for all the parties involved. Unfortunately, not all the parties have the same negotiation power, or awareness of the problem. Maybe with time, when people gets angry because of so many data leaks, more of them will demand a solution like that.