Well I am also somewhat irreverent when it comes to laws that governments implement against gambling, for me that is something that does not make sense, however I think that one should bypass the system but be careful not to detect it, governments are usually careful sometimes when it comes to things with money, this is where I am, they only regulate mining activity, and those who are caught with mining without registering with their organizations go to jail.
Some casinos tout that they don't need KYC, but at some point, whether it's a withdrawal, they require KYC, which becomes a hassle, that's why sometimes casinos like roobet that require KYC don't radical it is good to do it, in some way they are for the legal basis and one can shield oneself from future problems because of it.
Gambling is not "immoral" for the legal reasons, there are more "immoral" stuff which are legal, a governments job is not to keep a nations ethics high or whatever. It is illegal in most places because there are people who are addicted too much and would lose everything they have while gambling, hell there are nations who banned drinking booze for basically the same reason.
So, the illegal reason is that government would ban gambling to help people not lose it all. I would say that's not liberal enough, if a person would lose all his house, car, family, everything due to being gambling addict, that's on the person and it is not the job of a government to protect him. But, that's about it.