Probably casino allow you withdraw your small win, I think many casinos allow this. But when you want to withdraw a big money, they may start ask you to do KYC before they can process your withdrawal. It is just about a matter of time for casino require you to do KYC because that is their rule.

If you already read T&C, you can see the casino can ask you to verify your account anytime. If you don't agree with that, you can leave the casino and search for the other casinos. But you will get the same thing as before.