The few times I have gambled on Crypto casinos I have had no problem on leaving my satoshis deposited until the next session, however, since during those occasions I was only gambling a few dollars I got from faucets then there was not much risk in terms of a possible financial blow against me.
If I had deeper pockets, I would definitely trust a casino of excellent reputation some hundreds of dollars, instead withdrawing immediately after the end of a session and knowing in advance I would be back to play very soon.
Whenever i do win big then i do consider on withdrawing it all and would just simply deposit back whenever i do decided to play once again but just like the rest of people been saying here that most of the time
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Overall it wont really be that wise on leaving money on any platform if you arent using it because we wont know if a certain platform would really be hacked or ran away the funds.
So its never been recommendable on doing so, its just common sense.
If I won big I would try to withdraw it all as well. It is funny now I think about it, whenever I see someone around here having some trouble with a casino it is often because that person had some big wins and decided to withdraw their earnings, but the casino asked for extra KYC, etc. It seems that taking out the money to ones personal wallet is matter of common sense after getting a jackpot.
Also, you are right, in terms of security the best is not to leave funds in any hot wallet/platform/casino if it is not necessary, but I assume some players reach a point where it becomes annoying to withdraw and then deposit every occasion they feel like gambling, specially those who do it in daily basis, so they end up leaving their money under the care of the casino in order to save both time and a little bit of fee money (In case of Bitcoin, Ethereum, etc).