The two are - Money which they have, and then the data they hold obtained from KYC.
Data should be more secured to money to avoid scams against responsible members of the casino. If the casino care for users' data, then they will focus on ensuring nothing happens to user information. Any money stolen from the casino can be derived after a few weeks of gambling, at the same time casinos has also get away with stolen money sent into the casino so if they lose it as well won't be a big deal.
If members fall for scams as a result of casinos not securing their users data, then they will lose their reputation.