An email address typed into a form is still only an address. Somebody can mistype it, use an inbox they cannot access or enter an address belonging to somebody else. Sending a message back through that inbox gives the casino one useful piece of information before the account goes any further: the person registering can receive and respond to messages sent there.
That is part of the Casiny sign up process, where a player enters an email address and username before creating a password and confirming the email used for the account. Once registered, Casiny gives Australian players access to AUD play across its pokies and live dealer games, with card payments and supported cryptocurrencies available for deposits. The email check therefore sits at the front of a much bigger account. A wrong address is easier to catch before deposits, withdrawals or account rewards become involved. It also gives the casino a working contact point for messages connected to that account.
The click itself takes seconds. The useful part is what happens before the player gets any further.