Just keep your coins in a non custodial wallet. This is bitcoin common sense and if you aren't following common sense, you're exposing yourself to risk that you don't have to expose yourself to.
That's not the main point here. When you deposit your coins into a centralized service, any centralized service, you essentially give up control of them to that third party. The "Vault" feature is there just to set aside a portion of your main balance and limit your amount available for gambling. It isn't meant for long-term safekeeping of your money.
This still isn't a good enough reason to choose a "vault" over a non custodial wallet...no matter if it is short, medium or long term storage. Better practice would be to keep whatever you are not gambling with for the session off-site. Otherwise makes no sense, and increases risk.
A literal "vault" is also traditionally used for safekeeping, storing anything in a casino (balance/vault) is not as safe as a vault, nor is it safekeeping. If the intention is to "set aside" and for some reason a non custodial wallet is not an option or not preferable (both unlikely when conducting in good practice) then another word is needed...vault is not accurate.
"Stash", "Storage", or any word that does not imply that the solution is any safer than your balance is more applicable. Vault implies security, which is completely untrue from the way you've described the intended functionality.
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To be fair, OP just want to know what casino offer that option, he is not talking about using that feature as a replacement for a proper non custodial wallet.
He may just want to know where he can gamble while keeping his earnings to one side, so he can a better control over his gambling budget.
It just takes a little bit of common sense and knowledge on how custodial wallets work, in order to realize the risks associated to them.
So, if anyone just feels like using the vault feature to keep control over their expenses on a casino, then there is nothing wrong with using it.
It would take less self control to move from the "vault" to your balance, in comparison to just keeping excess coins in your wallet...unless there is a time lock capability, which is not mentioned. There's no added benefit to a vault in comparison to just using a non custodial wallet and keeping non-wagered balances there.
