You are correct. There is no gambling establishment or app that allows consistent winners to continue playing. Might not be rigged in the play itself, but it doesn't need to be if you are allowed to kick out the winners.
They exist, it's just a different business model (high volume, low margin) that's not compatible with massive TV advertising campaigns, large sign up bonuses, etc. See Pinnacle.
Alternatively, there's the exchange model a la Betfair where you let the users take the risk and merely collect a fee. You can also squeeze but not ban consistent winners with a "premium charge." Interstate betting outside of horse racing is of questionable legality and I don't think that model was too popular when it was tried in America so it doesn't really exist here.
It's not even clear that models in which winners aren't removed are more fair or better for the average person. Winners in betting on horses aren't banned. Yet total horse racing handle in the US has been in decline for almost 2 decades at this point. Most of the volume at this point is just algorithms competing with each other for some infinitesimally small edge. Lots of frustration among the humans with last second odds changes due to automated wagering. Not only that, traditionally under parimutuel betting the track take is 15-20%, but because racetracks want to raise volume they will give rebates of up to around half that to high volume (read: robot) bettors. Any sort of exchange model will eventually devolve into something like this.
Given that the supermajority of people will lose money betting and are betting for the thrill of it, should the interests of winners even be considered from a policy perspective?