Regulators set requirements for casinos, including conducting KYC procedures. There are no requirements only in casinos without any licencens, but there may be fraud and deception. And each user already determines for himself what is most important to him - security or anonymity.
Upon all the regulations they have gotten from them, some casinos still come and tell us that they are running No KYC casino and making people to believe and register with them and play games and only for the gamblers to find out that they are heavily KYC probably when they are requested to join the VIP groups or Clubs or upgrading of account.
It is good to come out plain and the interested gamblers would still join and play games there. And if a casino has some countries restricted, they should state it clearly on the ToS or on the interface of the casino by not allowing the user to register so gamblers would suffer and use their energy to visit the site.
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Well, many casino players will only find out about the existence of kyc procedures after they win large amounts of money. The casino does not pay out funds to the players until they go through the kyc procedures. People either go through a set of procedures and receive their winnings, or they receive nothing.