Well- it is not the Gambler Fallacy- the numbers may have no memory, but a random generator does what is suppose to do- generate random numbers. You pull hundred thousand numbers from random.org for example and the average sum gonna be there. I don't believe it is a bug either. But as you say- the house edge is there.
If there is house edge, do not expect that it will ever go into a positive EV. That's just basically how it works, no matter what analysis you perform on it. Since statistically, it the closer you are to infinity will show the true number, which means 1% house edge any gambler will lose in the very long run no matter what. You can also read about this on thewizardofodds.com. It has been proven that any kind of gambling strategy will never win in the long run on any kind of game.