Stake (the #1 casino) used to allow anonymous users many years ago. Now they are fully regulated and I would say the old way was better, since it's what the early Bitcoin people wanted was freedom, not excess government controls over business.
We can’t really blame them. Casinos wouldn’t implement KYC if it wasn’t mandated by the government, and since stake is now one of the biggest casinos, so they’re highly visible to regulators. Not complying with these rules is too risky for them as it could even lead to business closure, and no casino would want that.