Actually there's no risk with the casinos who will have an exchanger. The risk only comes if they're the one who's going to have their own exchange inside their casino but many of the casinos that has their own exchange insides are just integration of a 3rd party service.
They just have to connect their customers with an exchanger which is the 3rd party and it will do the job for those customers that want to exchange their deposits.
I fully agree, there should be third party exchanger that helps the casino, that way the casino itself doesn't have to build a whole new exchange because it would make their job easier. However the idea of "if player wins and he has more xrp, where will he trade it, there is no more xrp deposited!!" is not really a good case. I mean exchanges have countless amounts of coins and people trading it, with high enough volume in everything, not only people will be able to withdraw whatever they want to, but people could even arbitrage it based on the price at other places and keep the price in check as well.
Moreover it depends on how many people will use it, but the exchange will always have enough money to suffice a whole bunch of traders let alone gamblers trying to withdraw or trade to gamble with another coin. I still think no casino should do that, third party is easier anyway, but it is also not impossible to manage.