Because all games in all casinos are designed in such a way that the house has an edge over you. In other words, the odds of winning are stacked in favor of the house. This is called the "house edge" or "house advantage".
To help illustrate, let's use Roulette as an example. Roulette has a house edge of approximately 5% (the actual house edge depends on whether the Roulette table has both "0" and "00" and that they are both green numbers, not black and not red but we don't need this much detail for our example). A house edge of 5% means that out of every dollar you bet, you will lose approximately five cents, leaving you with 95 cents. If you then wagered that 95 cents then odds are again in favor of the house winning 5% of your 95 cents leaving you with about 90 cents. Think about how fast some of the casino games move and how many bets you might do in an hour at a Roulette table. Think of it as a mathematical guarantee that your bankroll will reduced by 5% each bet until you either walk away with your remaining bankroll or you run out of money.
If you think you can beat the house edge then go to Las Vegas, drive down the main strip, look around at all the huge billion dollar casino-resorts, and ask yourself if they were financed by winners. =)