I have actually not come across any centralized services which includes casinos that will delete your account upon your requests and completely erase your information and data from their system.
When you request that your account be deleted and that your personal data be completely wiped off or erased from their the casinos system for life, they customer support or the management of that casino may tell you or inform you that your request has been granted and that everything about you has been erased, it's simply a lie, they tell you this to simply avoid long talks.
Even if they claim that they will support to delete your account and all related information for you from your request, you never know that they actually do it or not.
Additionally, they usually have terms on how long they will keep your account data rentention before deleting it entirely on their platform database. It's only what they provide but along many steps and a long time, there are many risks that your account data can be leaked, hacked, stolen by hackers. The exchange, casino can not be sure about that and you can not know what will happen too.
That explains
why Why KYC is extremely dangerous – and useless.