Amazingly, there's only one hotel-casino that has what could be considered an indoor pool. The Tropicana has an "indoor-outdoor" pool; the indoor part has a wall that closes in late September or early October, depending on the weather. The pool within the wall is heated to about 78 degrees (not exactly bathtub temperature) throughout the winter.
Otherwise, except for a few indoor pools in high-roller suites around town (such as at the exclusive Mansion at MGM Grand), out of 40 major resort-casinos we phoned, a mere 10 heat their pools, thus keep them open, year-round.
They are: Bellagio, Caesars, Luxor, Mandalay Bay, MGM Grand, Mirage, Monte Carlo, Paris, Treasure Island, and Venetian.