I would say up until now, only few casinos can do it instantly without a doubt. As long as there are no problems with your KYC docs and you haven't violated any of their terms. But if some casinos will take a pause, for me, it is understandable as we are talking big amount of money. And it can really have impact on their vault especially for small casinos.
Depending on the size of the win, they might have legal obligations to confirm that winners are who they say they are. Even with KYC done once.
When it's a huge money, you don't want to compromise your company by doing some accidental AML violation, when it costs you nothing but time to double check everything.
I would be very surprised if i had $1M instantly sent to wallet of my choosing, when even i myself would need few days just to prepare, that am doing everything correctly and not accidentally sending it to wrong address.