Is it just winning, or when the gambler tries to withdraw the winnings? Because I've seen casinos that have rules on their ToS that a withdrawal of a certain amount will trigger a KYC process. Anyway, if a gambler were asked for KYC just because they won a big amount and haven't tried to withdraw yet, it is kind of suspicious. I mean, apart from them using an excuse of "investigating" something, I can't understand why they would suddenly want you to do KYC just after winning a big amount and haven't tried to withdraw yet.

Also, this is why reading the casino's ToS is extremely important, there are casinos that advertise themselves as "no-kyc" but then in their ToS they require the gambler to do KYC at some point and usually when withdrawing.