This cannot be true unless you have some kind of mental deficit. The more time, effort, and energy you put into winning, the more opportunities you will find to profit, be it from blackjack (card counter), the (admittedly increasingly rare) coupons or beatable machines, or from poker. Most people lose because most people DON'T make any effort. The techniques for making money in Vegas are not top secret information, they are widely published, so if you don't make use of them, you really have no one to blame but yourself. Most people feel it's too much effort to win...that's their choice.

Vegas is not a town to worry about earning miles. I go there to pick up cash.