hahah that is a funny question, obviously it goes to the pocket of the casino?? But! Due to forum pressure, protecting public image, etc etc
a lot of casinos would eventually let the user get that money regardless. But, if the wrong doing of the user is severe, the casino is keeping that money,
maybe in good gesture they might reimburse the initial deposit, but not guaranteed!
It depends on the situation, the user, the rules, and the details: clearly, the compromise is usually found to satisfy (at least partially) both parties, but sometimes, this balance is not found.