Any withdrawals you make from casino doesn't comes from another person, it comes directly from hot wallet of the casino, they operate the way centralized exchanges operate, so when you initiate a withdrawal from casino to centralized exchanges, the funds source is directly from the casino wallet which I'm not sure the centralized exchange are going to reject especially if the casino wallet is identified with a name on the blockchain network.
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Whether or not it is rejected actually depends on how each CEX is regulated, but most CEXs implement AML to avoid money laundering as often happens with casino wallets, CEXs even have to comply with the regulations that are applied not to receive funds from gambling activities.
Instead of having to be confused about making a withdrawal, it is better to use a Non-Custodian wallet and it can be withdrawn easily, then just send it to the CEX, the problem is solved.
But some withdrawals from casinos must include KYC if the maximum limit of funds withdrawn is reached, with the aim of avoiding money laundering practices.
And for some casino wallets it will indeed be detected on the Blockchain and you can check it directly on the
https://platform.arkhamintelligence.com, and everything will be visible. As in this Rollbit Hot Wallet.
https://platform.arkhamintelligence.com/explorer/entity/rollbit