The answer to this one is simple – and effective for the casinos. It is also the same reason why there are no clocks inside a casino. The casino managers and owners don’t want players to be aware of time passing. They want you to remain in the casino for as long as possible, because that is how they make money from you. If you cannot see outside, you won’t notice when it is getting dark. You won’t see the time on a clock either, so unless you have a watch on, or you check your phone, you won’t have any chance of knowing what the time is.
The lack of windows means you won’t know what is happening in the outside world. It is all about making sure your attention remains on the slot machines, the casino tables, and the roulette wheel. If the casino can manage that, they stand a chance of keeping you there for longer. And who can blame them for that?