It's not always true.
But the chances of gamblers going to unregulated ones are big. Although we have reputable casinos that are on the forum as well that are not licensed.
And yet, they're popular and liked by the people. It also depends on how long the casino has been operating since they're not licensed and it helps them a lot to build more trust when they've been there for quite a while.
You're right, I would love to find a good casino that is honest and that doesn't ask for the annoying KYC and that allows those people who are banned for living in a prohibited country to play through a VPN, Licenses are sometimes no guarantee of anything. If the licenses allowed No Scam, it would be one of the things I would defend to the death, but since that's not the case what matters is that the casino is honest.