It's the best thing you can do. One day, I wanted to play at an online casino, but I wanted to pay with a credit card When I realized that in the country I was in, they were going to label me as a person who uses luxury services, the taxes at that time were very high, It's a thousand times better to make deposits from a wallet that doesn't require any kind of KYC.
Many gamblers don't give this any importance, but it's better to be safe than sorry after a government incident.
I don't know that any platform flags their users as luxurious consumers of any products and it's a first time I know that, from your post. Companies want to have customers, as most customers as possible, and they only have concern that whether their customers are criminals, use illegal money or try to do money laundering on their platforms or not.
Otherwise, they don't mind any other things about their customers, which products they bought or intend to buy.
Definitely, KYC is always dangerous.
Why KYC is extremely dangerous and useless.