This must be the right mindset. We understand how the market is going now in terms of regulation, even Binance the biggest exchange paid a huge penalty for their violation, that's how regulators are very desperate in implementing the law, and it could also happen in the gambling industry.
A gambling site that advertises no to KYC is surely unregulated, but the question here, are you willing to risk big amount of money for this kind of gambling site? If your answer is yes, then this is the right site for you. However, I'm pretty sure that majority of gamblers will choose a regulated and reputable casino to trust their money, so this kind of site (no kyc) will just likely exist in the short period of time.
In my opinion, when the industry is growing we cant avoid the KYC sooner or later the government will come to everything and everyone they need money and they need to spend it even tho with all regulations they are still thirsty for money, take example of the US that has trillion of dollar debt but still need more.
So yeah the point is KYC will be there but I do believe crypto community is also built up against it. maybe in future the website that we know today is going to missing or dead because new rule from gov but they are gonna re-birth and the cycle is continue.
and I agree with you maybe we should comply with gov and do the KYC but after all there will be that doesn't like the gov and keep use non Kyc exchange or gambling site