Ideally, gambling houses should not disclose the identity of the person who won big without first asking him. Unfortunately, this is not respected always.
Those gamblers who do not want their information to be public, but the gambling houses make their names public, can go to the court of law as this is a serious offense. Gamblers can claim damages to the gambling site on this basis. Do you think gamblers should take the help of courts in this case ?
There are certain rules or ToS of each casinos and some of it might also include disclose information such as the name of the winner especially on grand prizes. However, most of the time the gambler can talk it through with the casino and request it to be concealed.
About filing these kind of cases to court, you must have substantial evidence that they, the casino, are violating your rights or the terms they've set. If in any case, that disclosing information of the winners are include on the ToS, and you still decided to file a case about it, you might still get a chance to win however no damages will be paid rather they'll just conceal your identity as they have not violated anything.