It is necessary to remebmer that when you play in casino without licence you are not protected at all. It is much more simple to withdraw money from licenced casino. Now there is a big choice of different casinos and it is better to choose a licenced one.
The casino without licence can any time stop the work and leave the market with money of players. Also such casino can not withdraw big winnings. That is why it is so dangerous to play in such casino.
You made a good point, any casino without license can easily pull an exit on their customers without any possiblity of recovering your funds and since they are not license there wouldn't be any possibility of them being persecuted.
But license casino are easy to track and their can be easily charged to court in the event of any abuse in The operation of the casino So while one is seeking for decentralization we should also think about the safety of our funds.