Well, I really do not see anything wrong in withdrawing funds from a casino directly to an exchange, and this does not matter what type or which exchange, as a matter of fact,
But there are exchanges that don't accept deposits from casinos and may freeze your fund.
For example, depositing fund to coinbase from gambling websites or making a withdrawal to gambling websites is against their terms.
From
Coinbase Prohibited & Conditional Use Policy:
Unlawful Gambling: Lotteries; bidding fee auctions; sports forecasting or odds making; fantasy sports leagues with cash prizes; internet gaming; contests; sweepstakes; or games of chance that are not sanctioned by a governmental body or regulatory authority.
Didn't know this and how much users are really aware of this? I think it also depends on the amount of money you would withdraw from the casino directly to the exchange. If you stay below a certain number, I don't think an exchange would flag it or that it would cause difficulties even if it is against their terms.