DuckDice.io and Tower.bet both casino have internal exchange service available.
Supported cryptocurrency: BTC, LTC, XRP, DOGE, ETH, XLM, BCH, DASH, USDT, ETC, XMR, ZEC, BTG.
They update the exchange rate after every few seconds. No need to provide KYC.

Topic title says gambling sites with internal exchange, while primedice and stake use third party exchanger service. And correct the windice.io title in that list. Though you provided the correct link. And these three site also have another exchange service available which allows to exchange/transfer coins from one site to another. Check it here *** CryptoGamblersPub *** Exchange between/inside crypto gambling sites Which is known as dinabot.