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Sports bettors don't get much. You can get a free drink at most places with a $10 bet. Often, however, you have to ask for a drink chit; the ticket writer will give you a comp to take to the bar for a drink. The Mirage used to give a comp to the California Pizza Kitchen if you made a bet of $5,000 or higher. Circus Circus returns 1% in comps for your race and sports bets, which you can use at the Steakhouse. So you can see: There aren't lots of benefits for sports bettors.
As for sports betting whales, absolutely: Sports bettors make some of the biggest bets in the casino. Several million-dollar wagers on the Super Bowl have been booked over the years. And six-figure bets on games aren't uncommon. Of course, big-time sports bettors can't simply walk up to a window and place $250,000 bets, like a whale at a baccarat table. The machinations big players have to go through to "get down" are an answer for another question.