I don't mind going through KYC, as long as the requests aren't unreasonable. Regulated casinos are generally required to request identity verification from their users. If you plan to include it on your website, make it as simple and straightforward as possible, without creating too much friction for your customers.
Can you give example of the unreasonable request you meant? Even if the casino request for passport, drivers license, or any valid ID, it is still a valuable secret information. If the the casino doesn't ask for proof of address, they can use the customer's IP address to locate the person if there's need to do so. Also, there are some casino that doesn't ask for KYC information until you want to withdraw.