Yes, many non-KYC crypto casinos will let you play without asking any questions however when you win big they will suddenly ask for your passport or bank records. Sometimes that is true for AML however sometimes it is just used to delay or not pay out your winnings. In fact licensed places are obligated to do KYC when there is a large or suspicious movement of money, these are well stated in FATF/UKGC's page, so reputable casino also clearly state that. But if you talk abusive casino they play with the dark side. actually it is safest to play only at licensed casinos, before depositing read the withdrawal T&C first,  try a small withdrawal then, and check the community complaint board before you bet big.