Because these casinos already have to complete due diligence, including AML and KYC requirements for the licensing, gaming, financial and banking jurisdictions that they work under. If the casino doesn't ask it from you, they likely don't owe any of the above to their jurisdictions.
But fair point: a lot of casinos online actually aren't under strict regulations and only use KYC as an additional means to clamp down on fraud/cheating. This to me is a little unfair, especially when enforced post-registration, usually at the time users request withdrawal. Use this positively though. Casinos that do that should be named, and people can move on to other less unreasonable places to bet.
Except for those online casinos that a fiat regulated, I am not sure there is anyone in the crypto sector that makes KYC a parameter right ? Just asking !
Nevertheless, it is just one thing we have to accept since it is not the casinos themselves that set the rules like you have said, but it is something imposed by the law in their situation which they just have to abide by if they do not want their licenses revoked. I guess we just have to live with it, or demand for a KYO ourselves, if the government does not make it compulsory.
There are plenty of crypto casinos that have asked for KYC, we're reminded every so often by threads of users complaining in here (granted, I suspect most of them were attempting fraud) of KYC procedures activated by these crypto casinos especially during times of withdrawals. Again, I can understand the logic behind it, but these security measures (as often purported) should have been implemented from registration, not after. It's unethical to allow people to deposit and then restrict their withdrawals, even if the latter was justified. It's simply not right, nor lawful, to steal, not even from a thief.