That's right.
Because they have to follow it up for a KYC and they're very strict with that. Even the gambler have won it through their casino, they'd still doubt that player even they've got the records.
One reason that they might say about asking for its compliance is about money laundering. Yeah, you've won a large amount but because you want to withdraw it and take that money, they will doubt you that you'd used fund from money laundering.
Money laundering mostly stops by wagering requirements. Casino KYC you if they have doubts in your honesty. Unfortunately, such doubts they have if you begin to win. And they have no any doubts when you deposit money.
On one hand - there is nothing to be afraid in KYC. On the other hand - today KYC is used mostly against gamblers, not for its real purpose.
I disagree, they have no doubts when we deposit and gamble with money. But at first, there can be instances that they already have doubted you with your deposit when it's quite hefty amount of money.
Even if you gamble with that and try to withdraw some when you have changed your mind.
Then, that's something else for them and will start questioning you.