I find the best way is to suddenly start ignoring them. Sometimes this gets their attention in under 2 weeks, along with a small free chip
Almost every time I have not played for a while at a particular casino, they have some rep, VIP manager, or "retention team" email me a special offer, or a "have we disappointed you" survey.
Sadly, loyalty is NOT often valued, many take loyalty for granted, and treat such players as their "cash cow". DISloyalty however, is richly rewarded. Casinos know that the most likely explanation for a player ignoring them is that they have had a better offer from a competitor, hence the fight is on
As for comps, there is no reason why casinos can't give out free drinks etc, and some do. I have regular deliveries of material "comps" to my door, including bottles of wine, Champagne, hampers, gadgets, etc.
Casino Action even "comped" me 3 days in Vegas, flights and accommodation included! (Damn shame they went bust

).
From my experience, Jackpot Factory are the most prolific "compers" of the lot in these terms. Most of my parcels have come from them.
I have also had "stuff" from Red Flush and Grand Mondial. I had dinner at a top London restaurant from 32Red once

(I helped them with an MGS problem).
A few other casinos have tried opening online shops where players can redeem their points for gods rather than credits, but this doesn't seem to catch on. Like myself, many prefer the cash

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