It may be a handy change of address to make, but I believe for the sake of security at least, it's more important than privacy. Users should always double check that they are entering the correct address and network. Otherwise, if the wrong one is entered, users will end up with a completely different issue. I believe casinos ought to have a clear policy on how long old addresses can be used, and whether or not deposits made to the old addresses would still be processed automatically. Privacy is important, but when it comes to using real money, having clear rules on how to deal with the wallet is equally essential.
It's almost the same with centralized exchanges because years ago, exchanges did not allow users to change their deposit address or create multiple deposit addresses. Exception is when exchanges did upgrades and change their own wallets, then they have to assign new deposit addresses to customers.
It seems online cryptocurrency casinos are behind centralized exchanges in this matter but if centralized exchanges already provide change addresses for users, not all exchanges do that, and it's not available on all blockchains, I believe that it will be time for online cryptocurrency casinos provide same features for gambler users in the future.