This is why there are PayPal stealth accounts, most companies do kyc as a formality to appease governments, or so to say they do the bare min to verify the information. That being said, they will enforce it if you get a big win... It's a risk either way.  it's probably safer to assume all sites will require kyc unless they have a reputation of not.  And it's safer to just not gamble if you're not comfortable providing it or risking your funds.