So, even though it's important to only join and gamble on trusted and reputable platforms, your KYC verification or personal information doesn't really have anything to do with you getting scammed since it's a cryptocurrency world and you can get scammed even if you are anonymous for them.
But at most, it was usually money is the one that they are targeting because it can be used directly and we all know that not all people are willing to do a KYC online for some reasons and not because of what I said earlier. Being anonymous only has to deal with our privacy and it can't protect our funds completely, but being anonymous is helpful for the bad guys. This makes them harder to be traced/tracked by the authorities.