Many times, I have seen that most gamblers use to make the mistake of leaving their winning in the casino, even when the money accumulated is already huge enough to offset them into something better but choose to risk leaving it in the casino where there are possible tendency of gambling away the entire balance just with just one temptation.
You're right most of the times that happen and the gamblers really don't care much about leaving their winnings on that casino's wallet. I believe one should withdraw the winnings and invest those in an asset for sometime if the winnings are already high and when makes some profits from that asset then comes back to the casino and start a new gambling session again with some money. That way one will never have the temptation to gamble more or earn a lot of money by putting all the winnings at risk.