Follow what @Ultegra posted above to read the ToS. You may still asked with KYC for some reason that is related to your account security such as when you show irregularities on your gambling activities.
It’s an anonymous casino if you will not break the casino ToS.
A casino asking about your KYC after showing some irregularities in your account is not a bad idea even though it is an anonymous one. If you’d trust them playing without having to do KYC and have access to everything, when prompt now to ensure the security of your account and also their own regularities intact, it is not a bad idea either.
Most times people get furious at a casino that claims to be anonymous and KYC free, but they don’t really check if they’ve violated some rules and also didn’t check to see if clearly in their rules stated there are exceptions to that which makes it a warranty on them to ask you for it when an unusual activity go on with your account with them at anytime.