These are the photos I originally sent them (with personal details blocked out of course). I checked and they do say in their T&C that they require paper bills and won't accpet online statements for account verification purposes.
There are subtle clues. Look carefully at the electric bill, top left, there is the "x" in a square, the browser "broken image" place marker. This would make them think this is a bill displayed in a browser and printed from the browser, even though it's otherwise an exact replica of the paper bill, and they should not be able to tell the difference. The O2 bill looks very plain, just text on paper, no logos of other fancies often seen on a paper bill. This too arouses suspicion.
Now, they can't be sure, but it's a sign that casinos are getting paranoid because they KNOW they can't tell the difference between a paper bill and the newer "print your own bill from PDF" service that is increasingly being offered to get the die hards to finally agree to go paperless, the kind who like to file their paper bills in a folder and keep them for future reference - my Mum for example. However, it's a fight the casinos are destined to lose in the long run because these companies are pushing paperless with the full backing of government, the EU, and various environmental campaigners. If people start switching back to paperless, the companies will try to find out the cause, and how they can remedy the shortcomings in the online service - which is how we got the "print your own paper bill from PDF" option in addition to the on screen statement.
Casinos WILL accept screenshots of Neteller and Skrill, because they KNOW these wallets have never issued paper statements and never will. So, if it's really a "security issue", they should be refusing to accept deposits from Neteller completely, not just with bonuses, because they can never get players to send them a paper "bank statement showing the deposit to the casino" that is so important for security.
They should now also "know" that Energy suppliers and phone companies are moving in the same direction, they too "don't send paper statements" by default, and just this year my water supplier told me they are bringing in a paperless billing service next year.
Casinos will have to move with the times and change their procedures, as if they don't they will lose players who will be deterred by the near impossibility of passing KYC if they win.