The actual transaction, what it’s for and who it is going to, doesn’t show up. There is no middle person like a credit card company that knows why we are making a cryptocurrency transaction. This means that crypto casinos present gamblers the opportunity to remain anonymous.
The transactions on crypto blockchains are visible to public and when chain analysis agencies go deep into transactions then they can easily find out that why the transaction why made. I know for day to day transactions it's not necessary but sometime when suspicious transactions take place then chain analysis agencies try their best to find out the connection between the wallets of the one who sent a transaction and the one who received it.
I'm not very sure about gambling sites but when someone sends transactions to an exchange's wallet and or withdraw their coins from an exchange's hot wallet then it can be easily found by those chain analysis agencies. I agree that to some extent crypto casinos are way better in providing anonymity but I would still say that crypto transactions aren't anonymous.