The two are - Money which they have, and then the data they hold obtained from KYC.
There is concern about the two, but different levels of importance placed, I think. The data they hold and risk losing is more important to gamblers than the money the money they have, and then to the casino, I believe it will be that they have more importance to the money than the data of the many gamblers. Now based on this, do you feel a casino is more likely to be careless with people's data than they will with money to hackers because most hacks seem to target money they have more?
Interesting question- I would argue that data would be more important in the long-run compared to money.
In the even that a gambling casino is hacked, money can be replaced by the gambling company given that they would have some sort of insurance kept in the event of this tragedy. On the other hand, if the data of KYC casinos are compromised, it would be significantly difficult to try and recover these from scammers. Additionally, these data can also be sold to other third-party sites or people who could easily use such for illegal and prohibited methods.
In conclusion, money can easily be replaced and repaid by the company; while data lost/stolen can forever be taken advantage of by these scammers to commit another crime.