Because we have loads of cases where gambler's win some huge amount of money and the casino refusing to pay and when reported to the authority you here such things like the casino is not licenced by them or they don't have control over the casino case, the government is only interested in the tax and not protecting the interest of it citizens.
Most of the third word country have the same issues like you have facing on your country suppose in the third world countries there the corruption are in the every where and in those casinos who are not paying the winner I am sure if you do little research then maybe you will find some of the ruler party agent or relatives are the owner of that casino and that is why they are not taking any steps against them. And if that casino is an online casino and that is operate from another country then there is nothing to do for you government.
And in the last I want to say that at least you are lucky that you guys are able to play on the casino and government authorities don't throw you in the jail because I saw some people are being arrested in my country because of playing gambling in the casinos and as my country regulate the gambling by illegal activities.