Anonymous services may not wish to do this. Avoiding suspicion of money laundering is one possible reason this method might be impossible. (This is the stated reason for the casino - it only gos back to where it came from = no money laundered here)
Also, regardless of the seemingly silly issue being directly discussed, can you not think of any reason ever that one person might wish to refuse an incoming transaction from another? I can think of several.
They should stop that. It is silly. Whatever convoluted workaround we come up with is going to be far worse than simply doing the right thing.
Perhaps in most cases yes. I do agree that having address pairs is the way to go. BUT, for my own unique situation it allows a completely transparent and cheat-proof method that shows that the purchaser of the ticket did in fact receive the winnings. There is no way I can do anything sneaky. It allows all purchases to go to the same address without worrying who paid. It's clean and simple. But, I'm probably going to be a minority who needs to do this.
I don't know if there is a solution that would work nice. I have a suspicion that it might not be worth it. If that's the case I'm content INFORMING my users the proper way to play BitLotto.
I thought of a way to do "secure SSL" messaging on the blockchain to avoid direct connections between payment and public addresses. I'm not sure if that would solve your problem or not, but canceling or refusing a tx would require sending your cancelation to all miners, and that they accept your cancelation rather than mining the original tx into a block. It's probably not practical to do it that way for several reasons, and it would definitely require a protocol change.
If your goal is to prevent people from using your business as a laundry service between the exchange and the network at large, I'm really not sure if there's anything you can do besides keeping records to cover yourself, which I assume you're trying to avoid.