It is a nice thought and if it weren't for politics we might be there, but once these casinos become large enough and have enough volume they are more or less forced to enforce these rules to avoid being shut down. I can assure you that no upper management of any large casino enjoy having all of this in place as it would be much easier for them to just let it be completely anon. The money alone that is spent can be quite crazy..
Not just anyone is in the know about the burden that these casinos bear in ensure the maintenance of the KYC policy as instructed by the authority to be enforced. Of which as a matter of fact a lot of these casinos wouldn't hesitate to exclude the KYC as a mandatory requirement towards a continuous use of their platform by a customer. But obviously like you said, they have no option but to adhere in order to still remain in business.
Again, it's all about rules and keeping business running. I think we can all agree that it's a bit uncomfortable to undergo KYC to play. However, we can't completely question the casino's reasons for implementing this, as there must be a reason behind it.
If we asked everyone whether they prefer KYC or not, I think everyone would answer the same thing: they don't want KYC. However, these rules aren't implemented based on user polls, but rather on other policies, even policies from authorities (interference from parties other than the casino itself).