It's true that online casino customers come from all over the world. It's also true that most of these online casinos also have regulatory bodies that they report to. Individuals might be taxed based on their country's tax law if it's required.
 
Even if you are able to escape it, there might come a time where you might have some financial issues with any local body, and the person will be asked the source of his funds. This could lead to those avoided gambling taxes, which he might still end up paying if the card is not played well.