I don’t think casinos do this just to block players from winning. From what I’ve seen, most online casinos have it written in their terms, even if it’s not clear, that they can ask for KYC anytime, even if they promote “no KYC.” If it’s a licensed casino, they also need to follow AML (anti-money laundering) rules, and that usually comes up when someone wins a big amount, especially on games from third-party providers.

The term “KYC-free” or "No KYC" can also mean different things. In many cases, it just means no KYC for deposits and smaller withdrawals. But once you cross a certain limit, they might ask for verification. So technically it’s still “KYC-free” for casual players, but not for big players.