You need to send documents to prove that you are of legal age to gamble and that you are who you say you are. The casino needs your documents to validate that funds are being sent to the right person.
All your documents are received and secured in an access-restricted manner, so there is nothing to be worried about. Once you verify your account you don't have to do that again. Keep in mind that the casino reserves the right to request additional documents at any time they believe it is necessary.