So, in a nutshell: the Bitcoins were sent from an address belonging to the casino and blockchain.info showed the transaction until it was rejected by the network because of insufficient fees. That way, the Bitcoins remain in the casino's original wallet.
No, it has nothing to do with fees. The input to the transaction was taken from previous unconfirmed transactions. The network couldn't verify the input as existing as it is unconfirmed so the transaction was rejected. The casino will have to update their routines to handle building transactions correctly.
Now it's up to the casino operators to verify that and, if they're honest, correct the OP's balance on their site or send the Bitcoins again with enough fees. Correct?
That's correct.