You should include that in your platform; all major casinos have it, and you will eventually need this to avoid cheaters from abusing your platform.
This is also done due to that.
Many casinos run a lot of bonuses and giveaways and even they are for pennies. You'd see abusers there left and right.
So in order for them to lessen the abusers or complete annihilate them, they have to move with KYC and ask that for every user.
If OP builds a gambling site, I am sure that someday even if he says that they'll be kyc-free forever. It won't happen, because some already said that before.