In my case, for everyday, little bets I rely on anonymous casinos because I feel that my personal data are safer that way and, in the case any event happen like not being able to withdraw for whatever reasons the loss would be small.
On the other hand, for lotteries where I spend a few bucks but the prize could be life-changing I rely on state lottery, because the tickets are anonymous too, and it is hard to have any trouble to be paid in case I become millionaire some day
State lottery winners have to undergo KYC procedures too when they end up winning. The taxation will happen as well taking down a good chunk of the winning and you will be handed over the rest of the prize.On the other hand, for lotteries where I spend a few bucks but the prize could be life-changing I rely on state lottery, because the tickets are anonymous too, and it is hard to have any trouble to be paid in case I become millionaire some day
So you are not safe in that too, your data will get recorded from that one as well.
Even then if you are not engaging in any illegal activities you are safe, or else you will living in fear all the time paranoid about everything, that is no way to live.