Casinos in vegas have no idea if you're deep into a gambling session or not. They take small statistical edge on every transaction (or a rake).
Yes and no. The slot machine has no idea. But the casino certainly does. They do stuff like track you with membership cards, detect when you're frustrated and about to leave, and "helpfully" show up to offer you a free meal so you'll stay.
It's diabolical, really.
http://www.npr.org/blogs/money/2011/11/15/142366953/the-tues...
For example, your probability of winning when betting on black is higher than betting on 12 (playing roulette). But you EV is still the same (or close).
I think roulette is an exception in that it lets you bet with fairly low odds of winning. Most other games (BJ, Slots, etc..) keep the odds of winning something closer to 50-50 on each transaction.