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.
If people play the same slots in a regulated casino, then their chances of winning slots are the same. But a lot depends on the casino's policy and its attitude towards players.
A lot depends on the policy of the casino, about the set of slots it offers, what bonuses there are for players and how easy it is to withdraw these bonuses.