The online casino sites will never disclose this data unless really required by the authorities, so technically no one knows who we are except the owners of the gambling sites.
Think that you go to a physical casino and a friend of yours or family members see you going to the casino. However, with online casinos, you can hide that you ever gambling and no one will ever know about it. So the Anonymity factor does exist in online gambling with cryptocurrencies.
Gambling is taboo and some company usually not want to accept an employer which is also a gambler due to many bad news around. They're forget if not all gambler are want to make money, they just gamble for fun and it will not cause any problem because they know about self control.