Of course, the casino has the coins with them in their system even if it's a third-party that is carrying the payment for them. It shows that the address which the coins was deposited to belongs to the casino and for that reason, their payment provider will definitely send the coins back to the casino account.

It's only if the casino wants to make the gambler leaen from his carelessness is when they can delay crediting his account immediately but later, so that the gambler will take that warning seriously. Exchanges also give the same warning if you want to deposit.