If I won a large sum of money in a casino, I would prefer that my personal data not be disclosed to the public, because otherwise it could be considered a violation of privacy. In my opinion, in such a situation, the decision should be made by the person who got lucky. If he wants to brag to the public, why not give him the opportunity to do so. But someone who values his privacy would never agree to that.
Sometimes the gambling site will publish your information that this man won this much amount from our casino and you can try your luck too. They do it for advertising purpose but in fact this could make the person in trouble who have won a large amount of money. They should at least get consent from the gambler before publishing the personal information.
Also, it is not always about the security threat that you want to hide your identity. People hide their identity because they do not want the tax authorities to bring problems for them and also they do not want their friends n family to know that they now have money and those family/friends start asking for monetary help or loans.
