Even you use XMR or private wallet, if casino asks you to verify your account, and casino will do that for all of their members, you should follow what the casino wants. Gambling with privacy coins can protect you but we know how the government works so the government can force the casino to reveal their members identity to search for illegal things in that casino. We can only trying to use crypto playing gambling and we must take care of ourselves while playing gambling. If we think that playing gambling using small money is enough to prevents the completed verification, we can do that so we don't have to send any verification to the casino.
It's pointless to gamble with a casino that has your kyv verified and then you went ahead and make withdrawal of xmr request like where is the sense in that for using such coin. You have already broken your privacy the momem you accepted to do kyc on the casino. It will even do you more good to request for usdt withdrawal than doing privacy coins as it will raise suspicions more when you are known and you decided to hide your privacy again.
It's just impossible to see a casino that doesn't ask you for KYC, you must do it before you can used their service on a full scale and even if you are allowed to used their service, a time will come when you will be ask to do it else you wouldn't be allowed to withdraw your funds and with some situations we have seen with some casino, they rarely accept kyc after a customer has won a huge amount, they do that to avoid paying out.