You are correct, however I have noticed that many gamblers have the false belief that if they keep losing at a casino then if they switch casinos this somehow resets their luck, a mistaken notion without a doubt but it is quite common, this is similar to what happens at physical casinos in which a gambler could be losing many times in a row on a slot machine and decide to switch to another one which has the very same game, nothing has changed but the gambler feels this is the case and if they begin to win this reinforces their belief, even if it is mistaken.
Well switching one casino to another one isn't wrong, but it's not right too because there's non guarantee if you keep gamble on the same game and casino, you will make money, the same applies when you gamble on the other casino, it doesn't mean you will lose. As long as the casino is trusted and have provably fair system, you don't need to worry and better to choose a game with high RTP rate. Because if the RTP rate is high, you could reduce or minimize the loses.