Even though it looks scammy or a wish not to pay, I would say that this is fair and legal. All the casinos warn that they might ask for a KYC anytime, so they dont violate anything. Also I think that they have to report big wins and display it in their balance or annual report. That is why they cant just write «transferred a big win to a no name», as well as from big wins taxes must be paid, that is why report if to authorities.