This is true if you take the individual games in isolation. There is something called Advantage Gambling where you look at a particular game, the player's club, mailers and casino host comps where in totality you can come out ahead. As you can guess, once these situations become known and exploited, the casinos take steps to shut them down.
Can the average player take advantage of these situations? Nope. It takes a lot of knowledge, discipline and practice. And scouting, since, as mentioned above, the situations don't last.
I'll give you an example. I used to play a little video poker at a recreational level. Reasonable loss rate, but a lot of casino comps that partially made up for it. Had a coworker tell me about a computer program that would improve my play, and give me the actual returns of a given game with a specific payout schedule when played correctly. I was able to find a casino that had games that returned 99.6% with the player's club returning an additional 0.3%. Add to that the monthly mailer that gave me a meal for 2 at the steak house ($400), free shows, $200 in free slot play, etc., and a casino host that provided anything else in the hotel/casino (within reason) comped and I was well ahead.
Trouble arose when the casino invited the author of books on advantage play to hold a free repeating seminar on video poker in one of their showrooms. Then, on double and triple slot club point days (from a 0.3% bonus to 0.6% and 0.9%) the perfect player would have an advantage over the house without comps. On triple point days, the high limit machines would fill with advantage players playing $125 a hand earning money against the house.
The casino eventually responded with a sledge hammer, changing the video poker pay tables in the high limit area, destroying the odds so nobody could win. I had to move to lower limit games on the floor out of the high limit area to get a decent return. Then the bean counters changed the algorithm on the mailers, the slot club host left, yada yada, and I quit playing there.
There are still advantage plays, but they are usually at the progressive machines only when high payouts are reached.