I have a workaround on this, which I will share.
When I get the dreaded tap on the shoulder, I calmly explain that I'm a socialist at heart, and any income above the 35K American average, I seek to lose. Therefore, what the casino personnel need to realize is that I am trying my best to lose, and I am quitting while ahead so I don't accumulate too much wealth that day and I can lose it the next day. That seems to satisfy most of them.
Occasionally, however, I get a snarky casino person who wants to know what the difference is between a strategy for winning and a strategy for losing. I just roll my eyes at them and tell them to wise up.
Note: this palaver may qualify for an episode of Penn and Teller's Bullshit.