The first thing you need to clarify is why you were asked to do that, are you trying to withdraw a big amount of money? Is that casino one that is widely known and it has a good reputation? Those two factors are really important, because if both of the answers to those questions are a no, then I do not see the point of complying with their request, since you could just move on and play in another casino that is not asking you to provide that information to them.