As stated previously there is no funds associated to the account to be claimed as it is and if OP is the legitimate owner of the account without any corresponding proofs like being able to sign a transaction from a previously used address it really is limited what can be done as it is.
If there's no funds there, why do you want him to sign a transaction to verify he's the owner? There's no money that ha can steal from there.
Maybe he's attached to this account name and thought that since there's no money there he could have it back, I don't know his real motives, but it wouldn't hurt the casino if he got it back, especially that he's (or at least was before you made it so difficult for him) planning to use it.
If there was a legit user who spent a lot of money at my business, I'd do anything in my power to keep him happy because that means more money for me, but you do what you think is best for you.
Without proof, money on the account or not, as you exactly say, people are attached to their names and it would surely be much more of a scandal if even in good faith we handed ownership to not the original owner.