What he is talking about is simply sending a transaction and sending another one right after with a much larger fee and to a different address. So they would make a deposit, and if it's 0 confirms they would bet the entire balance very fast and if they won they would do nothing. And if they lost they would double spend that input to their own address. I don't know if it works these days even because most nodes reject those transactions but casinos were attacked this way in the past.

The 0 confirmation is basically a marketing tactic so if a gambler loses all their BTC and they are on the tilt to revenge gamble then chances are they will if the deposit is confirmed fast, if it takes a few hours to confirm they might get bored and stop gambling and stop losing money. If it comes right away they will gamble it instantly and might lose it also.

Any cryptocurrency deposit requires:

    1️⃣Confirmation before you can play or invest
   2️⃣Confirmations before you can withdraw.