Did you let them know the nature of the traffic you were intending to send them and get their approval, in writing, prior to launching your campaign? If you did, then by all means, they’re completely and utterly in the wrong here, and retroactively backing out of the deal is bordering on criminal and/or fraudulent behavior. If you didn’t get explicit, written approval and didn’t make your intentions clear, well, I’m not sure their actions are that surprising or out of line.
I feel your pain, truly, and I don’t mean to sound harsh, but you absolutely must be upfront with programs offering you a CPA deal if you intend to send them a large amount of bonus-oriented traffic that you’re paying for. If you are and they agree (in writing), cool, fire away, If not, you’re running a huge risk.
In a perfect world they’d honor the agreement anyway. But the casino affiliate world is far from perfect, on both sides, and you should always make sure your arse is well-covered.