The thing is, some people think that it's only when they give out their personal information on casino sites that their details can be sold out to scammers.
No reputable casino would do that, as it would only destroy their reputation and hurt their business, which generates more money than they could earn by selling data to scammers. There's nothing to fear as long as we register with a regulated casino. They will take care of our details the best way they can, knowing they could be penalized if they leak any information.
You are right, no casino will purposely sell off their customers information to scammers because the casinos are already making too much profit from their company and I don't think their is any amount of money that scammers will offer the casino that will make them sell their customers information. Although, in some situation, it could also be possible that the staffs of the casino could be greedy to the extent that they will steal customers information from the cosino and sell it to scammers just to make extra bucks.
The site as such is unlikely to sell the data, since it is a regulatory issue and obviously can carry legal penalties of all shorts. The site has very strong incentives to create robust processes to avoid even an accidental leak. However, in the end, organisations are made of people and people do make mistakes and sometimes may behave with loose moral principles.