Every time we enter their online casino, there are terms and conditions, so it must be obeyed, if we violate the casino will take actions that do not follow the rules.
It is unfair to see from the gamblers point of view but from the casino's point of view it is very much needed. This can be argued in different manners, but end of the day the gamblers will not stop gambling so they "need" the casinos to run and the casinos "need" the players money to keep itself running while keeping it safe from money laundering.
There is always the option to jump on the next casino in line who are yet to introduce the KYC and use them for the next few months. I dont see any workaround at present. In future legal stuff will be streamlined, hopefully and we can see peaceful gambling happening (if that made sense!).