Large amounts always attract a lot of attention and casinos don't like paying large amounts very much. If the casino does not have a license and it does not conduct a KYC procedure, then what guarantee is there that this casino will pay money to the winner?
That's why reputable platforms, usually, need KYC, though not all the time.
You choose who you trust yourself.
Regulation is constantly being tightened and now platforms have no choice whether to use KYC procedures or not. Due to the tightening legislation, platforms are now forced to use KYC in an increasing number of countries.