In most of the casinos you can gamble without verifying you account but once you want to withdraw your funds for most of them you will be required to verify your account. There are some legit casinos and some are scam so one has to be cautious in this regard.
I think for withdrawals from the profits you get, it depends on the nominal amount you want to withdraw. If the withdrawal you make has a small estimated value then there is no need to do KYC, but if the nominal amount you want to withdraw is large there is a possibility that you will need KYC , Because indirectly gambling places will of course pay attention to accounts that have large amounts of money.