In a physical casino you see everything happening in front of your cards being dealt, dice being rolled, the roulette wheel spinning that visibility gives you some peace of mind plus the social vibe and atmosphere are part of the thrill. Online casinos run purely on code and RNGs. Legit ones are regulated and audited but it does come down to trust and not every site is trustworthy. I tend to stick to licensed platforms with a good rep and provably fair games where possible.