The big problem is telling what is spam, and what really does come from the casino promotional department. I get MiniVegas mailers, but they always quote my account number when offering the personalised and weekend offers - this proves they are from the casino, and the unsubscribe process should work as intended. The general newsletters do not necessarily contain account numbers, but these are generally less frequent, and relate to new game releases.
Spam tries to personalise Emails by stripping your "name" from your Email address rather than calling you "Dear Player/Customer". If it gets it right, you can be fooled, however, have an Email like my public one (vinylweatherman), and you will be "personally" addressed as something like "Dear Vinyl Weatherman", and this makes it easy to know where to file it
If it turns out to be mailings from the casino group, and not spam, then they have let the side down by not honouring your requests to unsubscribe, and an explanation from the rep would be helpful in order to dispel potential negative impressions.