Unless you want to go on a decentralised casino who are totally KYC free, that way you can be rest assured that you won't be bordered with KYC at any point in time, but anything other than that will result into you relying on semi decentralised cryptocurrency casino, semi decentralised in the sense that, their are centralised casinos but not to hard about KYC and that way many players mistakes them for as none KYC casino, whereas in the rules and terms of service is included that when you deposits certain amount or you win certain amount, you will be demanded to go through KYC.
I have not even seed a decentralized gambling sites before. I have only heard of them before they they existed when bitcoin was first created but I thought that they may be centralized also but not requiring KYC.
A casino that is not having KYC or not make it mandatory but you are sending your coins to their address which is the address given you in your account, such exchanges are also still completely centralized.
The exchange that I can say are not totally centralized now are the webb3 casinos like Metawin but they can also request users to get verified.