A deposit is a transfer from an address you control to an address the casino controls, recorded on the Solana chain. The casino watches that address, sees the transfer, and credits an internal balance against your account.
Two things follow from that, and almost every deposit problem is one of them. The chain does not know what your account is — it only knows the destination address, which is why the address has to be the one the cashier generated for you and not one you kept from last time. And crediting is a separate step from settlement: the transfer can be final on-chain while your balance still reads zero, because the casino has its own confirmation rule.
A deposit address is also not a withdrawal route. An operator that takes SOL in has made no commitment about paying SOL out, and the two are configured separately in almost every cashier.