It's the same old thing... it depends, it's easy to say the casino doesn't pay, it's also easy to say 5% but in some places they charge up to 60% of the winnings, besides as in other countries it's 0%.

As for them paying, if a casino operates in your jurisdiction you can sue, the issue is how much money you won and how much a lawyer charges you, the government has nothing to do with the issue of: "they paid you; yes, no", the government should allow the judicial status to apply.