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Even if you're extracting the maximum possible value from the bonuses, it's really hard to win.
Some slot bonuses are constructed in such a way that if you grind them out with really small bets, you're virtually guaranteeing yourself a net loss. Other times, if you're playing them aggressively, you may have a positive outcome over the long run, but you could have stretches of 10-20 sessions where you bust out.
And of course, there's the dirty little secret of playing without a bonus: the house has an advantage of at least 5% or so on slots, and you'll also have more losing sessions than winning ones.
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