Thanks everyone for your input! It's greatly appreciated. I've often wondered what people do when they win Bitcoins from a foreign online casino, for example, and whether they owed taxes to the country where those Bitcoins originated, in this case the foreign-owned casino.
Online casinos can be set up anywhere.... and therefore it makes sense for the operators to choose a tax-friendly jurisdiction.
So you can invariably expect that there will be no taxes owed in the country where the casino has been set up.