For privacy reasons it is good for a gambler to change usernames with few emails. But if the gambler changes email address as the way he is changing usernames, it might affect him later either in the time of updating the KYC or documentation so email address should be sensitively handle. Many people don't know this so they use one username for all the casinos they are registering which will definitely complied to reveal your identity one day in the Internet. Though people are using one username for all for easy access.
Using different username and different email for every gambling account is good but I dont get the idea how it can be related to revealing our identity in the internet.
For me it is more for security purpose, I used to use the same username (the one I use as my bitcointalk username) but with different emails, and its been more than 10 years I use this username for almost my online account.
In fact, a single username can be used by several different people as I have tried different usernames many times but there were many times as well when the username is already taken so I dont think it will comply to reveal our identity later because a single username does not mean that it belongs to 1 person only.