Well its not really a big deal since there's no verification needed and just a basic info, but we know some gamblers as much as possible prefer to be anonymous.
Thus this depends on your trust to the site, as we can see many gamblers are still opt to comply so they can continue to gamble without having any problem.
People are slowly accepting the fact that they need to do KYC for some reasons and maybe for other people Kyc Is not good for their privacy then maybe they should think to quite if this bother them so much. But in the case which we know that a casino is a good one then I really don't care know if they implement this since for sure this is one of precautionary measure by them and government to avoid frauds/money laundering schemes.