Casino games are designed to give the house an edge. With the exception of very few games that actually combine skill with the luck of the draw (for example sports betting, blackjack, poker), no matter your opinion or "luck with gambling" you will lose money in the long run. That said, gambling can be fun and if you have the self-control to not gamble more than you can comfortably afford to lose I don't see any harm in it. Or at least, I think it's no worse than spending that same money on some other form of entertainment.

Back to OP's question, it probably depends on where the casino is. If they're operating in a jurisdiction where a casino license is required and if the law in that jurisdiction considers them to be an actual casino, they most likely need a license. As far as "provably fair" most of the "dice" gambling sites do have a way for you to verify after the fact that there's no way the house could have unfairly influenced the results. Most licensed and regulated online casinos don't give you that option, and no brick-and-mortar casino gives you that option although they typically do have government gaming officials come in and audit their random number generators from time to time.