I would never gamble in the casino where I work (besides it should be at least not allowed...)
I don't think it's a normal thing in general. Those who work in a casino know very well what the real odd of wins and how it works this business

Employees are prohibited because they also already know how the system works, so they will never gamble where they work.
In general and not just in gambling it will happen, never use the product where they work or maybe just at the beginning, and then it will not be done again.
Those who work in gambling will only benefit from the large number of players who come in, do not have to gamble, and each employee has their own salary, certainly will not be willing to let their salary go into gambling which in the end will only lose.