I guess it's almost the same comparing the two. In online gambling, you are just not physically there. The possibilities of risk are less compared when you're in a casino. No people would be staring at you, but there are also instances of hacking when you've exposed yourself with your money. I would prefer online still.
If i am to talk about safety, i would actually choose to play in real world casino because i got to control the chips and the physical counter to exchange for cash and chips are always there. So it wont be a day that i have tons of chips and the next day i woke up to find that the casino is no longer there and i end up with useless chips. This is true for online casino whereby a lot of these casino can disappear overnight and you have lost everything.
yes the real world casino will never get dissapeared untraceable, they will always there no matter what as most real casino always registered under real name owner so you can track them in case they are run out or terminated.
while online casino always running anonymously, especially bitcoin gambling sites, you will always feel insecure.
In real world casino, the government will be helping you to track down the casino owners so it is very difficult for them to just run away like that. In addition, you also can read the quarterly statement released by the company to see if they are making money or in debt. In this way, you can see that it will close down in the near future or not. However, for online casino, nothing is certain, even rep sites can disappear overnight.