They might be playing for free or maybe they just registered to find out more info and later decided to put their money in another room. What types of keywords are you targeting? If your traffic comes from searches about “free play” then you can’t be too surprised, but if your players found you through the search “I am a big freaking whale looking to spend a lot of money on casino play” then you should expect more.
P.S. I am working hard to rank for that term, so don’t move in on my game… haha