If you don't want to go through KYC at all, you have the option to choose a decentralized casino that doesn't require kyc at all but also know that it also has its limitations.
According to the experience of some of the players I know who have entered decentralized casinos, it seems to them that they offer their privacy and anonymity, that there are no KYC requirements and that all the withdrawals are fast and the whole process is good, but the bad thing about this is that every movement of the casino will be charged, every single thing you do is charged, so what is good on the one hand, they charge you on the other and it is with money, that is, it hurts more, it is not known at this stage which is better then.
Real decentralized casino offers only limited games solely house games/original games only since 3rd party game providers such as Pragmatic, Evolution and many more usually require license to operate and can be only play via centralized casino.
Decentralized casino is really the best answer to this thread assuming the OP is not looking for 3rd party games that involves license.
Some CEX offer no KYC however, they have the right to ask KYC in case your account show some potential violation on ToS.