Thank you. 
I don’t know exactly but it is surely affecting affiliate commissions *if* cookie tracking is so essential in the entire process.
1) We talk about ongoing, second-shot sales. For sales when people get through your site to a casino, download and register at least a guest or a real, all in the same session/hour, then the problem does not exist. So, a first number would be to know if impulse buyers are a majority of our customers, or if ongoing sales (people that visits multiple sites/casinos then do the sale some days later) are taking over impulse buying. By definition, online casinos/gambling are impulse buys, but as I said there is lots of information out there so I do think that a good part of our sales are these sales. Let’s say that 40% are second-shot sales.
2) This depends also on how the different software companies track the return customers for affiliate programs. For downloads, if affiliate tags are hardcoded in executable files, or if after the downloads cookies are still used. Also, if a person register a guest, then register a real account – is the guest account data comprises the affiliate tag? For return visits to casino websites: for how much lasting time a cookie is set?
3) 35% of people have their cookies acceptation set off. So 35% of ongoing sales are lost in the case of return visits to casino websites. If my first percentage is right, 14% of sales are naturally lost when a people return directly to a casino when cookie-tracking is the only manner to track return sales.
4) We should now how often people use anti-spyware programs in general and how widespread are these programs.
I know what I say is very vague and nobody can really put numbers on this. A first thing to know to study how it is affecting us is to know exactly how the online casino software companies track return users. But am not sure they want to disclose this.
The problem is that anti-spyware programs are also a benefit for us and reduce the shares of people stealing our commissions or running ads on our sites.
I have talked with some other webmasters and we have come to the conclusions that some anti-spyware programs exclude some casino cookies from deletion while deleting others… So that would mean that there is a list of “bad” cookies and “good” cookies… And casino software companies as wel as affiliate program should do something to get their cookies excluded from deletion – the study is not here but this first solution can be a reality and could help sales. Second thing is obliging all software companies to put persistent affiliate tags in the URLs of the casinos (every pages), especially for PlayTechs so bookmarking can also help the problem.
But, I don’t think it’s in the interest of online casinos – they are at the end of the line and whatever happens in the middle, they still get the customers.
I also can be wrong on some things so I would like to see people with knowledge about that answering here and pointing me if I have made errors or not missed some points.