I believe casino needs a legal statement of account documents which typically you can get on your bank account. Electrum transaction history is not enough documents to satisfy statement of account requirements since it doesn’t contain your name on it and most of transactions are anonymous.

I’m not sure either if transactions on electrum is valid for tax purposes since it doesn’t contain your name on the wallet to attached transactions on your name.

Requesting e-SOA is very easy now since you can request already via your bank account. This is the only docs which casino accept even though you are using crypto for your deposit. Also try to request on exchange since they have records for your withdrawal and deposit.