I don't think they have a reason to research on a users source of funding. If they are to do that then it would be a tiresome process for everyone while completing the kyc process. If this happens, then most Gamblers will just stick to local gambling and it will reduce the rate of online casino gambling. What I think is that after or before the kyc, they ask for ids and so on. This way, when authorities contacts their management and report an illicit activity on a users account they will hand over the users data to the authorities then lock the account. The money remains with them till it's confirmed that the user is involved in illicit activities.