Arbitraje betting is not allowed by casinos and they will lock your account if they find that you are doing It. I have seen accounts getting locked for this kind of abuse in the past so be careful and dont risk big amounts.
I don't understand how casinos detecta the arbitraje, but they do even if you are using múltiple casinos for this practice, so, be careful.
My best guess is casinos forging ties with companies which specialize on Blockchain analysis and address connection. If someone is using different casino accounts in order to partake in arbitraje, it is probable they are not careful enough to use several private keys to distribute their money, so if they use only one wallet it would become obvious from the perspective of those companies such person does arbitrage.
Also, it could be as simple as casinos talking one another and sharing information of the bets of their users, their history and size of their wagers, so they can detect when users try to arbitrage.
Pretty much those couple of possibilities would be enough to catch most offenders red handed and ban them from ever gambling and betting on their casinos.