I think it would make a difference if you planned to pick one casino and just play there and nowhere else. Thankfully we have the option to move on when a casino just doesn't seem to be paying anymore.
But that's entirely the wrong way to look at it, (assuming that all casinos offer genuine random games with no memory and no forward planning), don't think of it as 'a good session at
32Red' and 'a bad session at 3Dice' and then next week it's 'a bad session at 32Red' and 'a good session at 3Dice' etc etc
Think of your entire online gambling career as ONE SINGLE EXTENDED SLOTS SESSION, whereby your RTP is the combined RTP of every single spin you've ever played on every single slot - and that is the figure that is your long-term 'real' RTP.
This is why RTP matters, because over enough spins your RTP will always approach the T-RTP of the slots you're playing. Play high RTP slots and over time you'll lose less, play lower RTP slots and you'll lose more, that's all there is to it.
Let's say Casino X pays out at 90% RTP and Casino Y pays out at 95% RTP.
If you only ever played at Casino Y, your RTP over the long term would be 95%. If you only ever played at Casino X, your RTP over the long term would be 90%. (i.e. you would lose more if you only ever played at Casino X).
If you mixed up your play between Casino X and Casino Y (which would be what a normal player would do in real life), your RTP will be a combination of the two. But the simple fact of the matter is that the more you play at Casino X compared to Casino Y, the more you will lose.
The
ONLY way this won't be the case is if either or both casinos are not offering fair and entirely random games, so this is where you get into the realms of the theories of MG 'streakiness' and suchlike.
Put it this way, personally speaking I limit my play at Jackpot Party for the simple reason that all their base reel games pay out at 92% (I only play there at all because I really like the WMS slots), at the other end of the scale I can play NetEnt slots at 96-99% or the slots at Pinnacle at 97.5% - so to me it's absolute madness to get too involved at Jackpot Party and voluntarily chuck my money away, because over time that low 92% RTP
WILL hurt my bankroll.
EDIT - This is why I make such a big fuss about RTPs in general, and very much prefer to play at casinos where RTPs are listed on a game-by-game basic, because I know that over time, and enough spins, the T-RTP for any given slot is what my RTP for that slot will approach. 'Bad and good' sessions are erroneous data and should be discarded, the only figure that matters is the T-RTP, because in the end, that's what you'll get - guaranteed.