It wouldn't take much effort to take an existing solution and just force users to include a return address when registering. This would work fine for scheduled tournaments but it could get a little annoying for people wanting to play cash games since they would have to fund and wait for confirmations every time they sat down to play.
Agreed, that's why I think the future of any gambling focused coin is to make real time cash (coin) gaming a reality somehow. So you don't have to deposit and wait for confirms. Maybe a bucket within the block chain that temporarily holds your deposit. Same thing as depositing in the casino, but you're depositing into the block chain, so you can move from casino to casino/ table to table. But who knows.