The casino can actually handle the taxes themselves and just deduct it from our winnings - simple, right? But this applies only to countries with strict laws that make gambling winnings taxable. There are guidelines for this, and it’s transparent because it’s part of the law. If we ignore it, we could get penalized or even face jail time since, as they say, "ignorance of the law excuses no one."
Yes, that is what casino must do if they still want to run their business. Paying tax will be for the business and personal to help country develop better in the future. If that country allow gambling, that will be good for that country because the tax from gambling business can be big than the other businesses. But that needs a honest officer who can guard the tax money and distribute for their country.