I don't think they do. I have a review platform and Stake is one of the business we promote there. They have not asked for KYC yet however this account is old. As far as I know the old accounts did not require KYC.
One would assume that's coming sooner or later, or if you win big enough. Usually policy changes that need ton of work require a transition period and this is probably one of these cases. Regulations have just changed, and frankly they could even change back if there's enough political pressure. So i am thinking that casinos are demanding as long as possible transition phase to work out how to suddenly kyc insane amount of old users. And during that they probably hope that there will be policy changes for less regulations.
And it just makes sense for both regulators and casinos, that first they would comply by kyc:ing just new registrants.