This is because most casinos abide by the law, which generally states that drinking alcohol while gambling is prohibited. Of course, there are some exceptions. For example, some venues may allow guests to bring in and drink their own beer as long as it's consumed responsibly.
You can get free drinks including alcohol, at a casino, simply by gambling! That, however, is the key. Casinos generally only provide free drinks to paying customers. If you are simply walking around the casino floor looking at the different slot machines and tables, you won't be offered a drink.