Well, as I dealt with my dad's modest estate back in 2008, I can say with some certainty that had my brother wanted to use some of his half to play online NOW, he would have no way to prove the source of his "wealth" to the likes of Rizk and videoslots as the documents they give as examples do not exist in such a situation, or at least not in the form they would like. No solicitor was involved, and it was "letters of administration" as he died without leaving a will. The main "official" document was this "letters of administration", but this is granted to the person dealing with the estate, not the beneficiaries. A beneficiary would have to ask the person dealing with the estate to provide a "paper trail" for the money, and in the case of a DIY distribution, this WOULD cause the need for casinos to demand third party information, some of which would be covered by the GDPR. Part of the money trail, for example, would go via the DIY executor, and would of course include their name and address on any statements showing the flow of money.
Now, if we look at people who have won significant sums, but not progressives, there would be no "media coverage" nor "certificate of winnings". All there will be would be the withdrawal from the casino hitting the player's account. This may not necessarily directly identify the source as most casinos use intermediaries to take deposits and pay withdrawals, and it will be these intermediaries that would show on bank statements.
Some players may well be using substantial wins made years ago on games that got pulled and from casinos that no longer exist, so how the Purple Lounge would Videoslots expect such a player to prove where they won £17,000 on a couple of slots just weeks before they went bust, although such a win would have been mingled with others, and deposited and withdrawn numerous times in the years since.