Edit -- misread the paper, had to change things a little.
Introduction
It turns out this problem relates to something called covering radius. Long story short, covering radius allow you to achieve a fraction of roughly $77\%$. However, there are some additional advantages in the casino problem that allow you to improve this to at least $80\%$ and perhaps higher.
Covering Radius
The concept of covering radius basically ask this question: Suppose Alice isn't actually playing the game, and instead it is just Bob trying to match the casino guess in each round over the $n$ rounds. Alice still knows all of the casino guesses and can supply Bob with $k$ bits ahead of time. How many rounds can Bob win?
Note that this is usually explained as the minimizing the largest hamming distance from a set of binary vectors to any binary vector outside the set or something like that. But I think my version is equivalent. See this paper for more details.
There is a bound regarding the fewest number of rounds $p$ that Bob can lose called the sphere-covering bound. It basically relates $p$, $n$ and $k$ in the following summation:
$$
\sum_{j = 0}^p {n \choose j} \leq 2^{n-k}.
$$
For example, if there are $n = 1000$ rounds, and we're aiming to lose $p = 230$, then Alice needs to send $k \approx 227$ bits of information (according to a Mathematica calculation using this formula).
Furthermore, for potentially extremely large values of $n$, it's been proven there are strategies that get arbitrarily close to achieving the sphere covering bound (these strategies are actually probabilistic, meaning no one has an exact description of them, but let's ignore this detail for now).
Back to the original problem
Now lets go back to the version where Alice is in fact guessing along with Bob. A key insight is that Alice can send Bob one bit of information in every round that Bob is going to get wrong anyway.
Fix some $n$, but suppose the game actually lasts much longer than $n$. Suppose Alice starts by communicating $p$ bits in the first $p$ rounds, perhaps losing all of these rounds. Suppose further this allows Alice and Bob to win all but $p$ of the next $n$ rounds. During the $p$ losses, Alice can communicate enough info to win all but $p$ of the next $n$ rounds. They can keep doing this, winning nearly a fraction $(n-p)/n$ of all rounds.
How good could this strategy actually be? Well, the values above with $n = 1000$ and $p = 230$ show that this could achieve a $77\%$ win rate. Note that you might actually need an $n$ larger than $1000$ to achieve a $77\%$ win rate.
Improving the Covering Radius Strategy
We can actually improve this a bit however. Note that in the version of the problem where Alice guesses, she can actually intentionally get rounds wrong that they would otherwise win, and this can in fact pass on a lot of information.
Suppose $n = 1000$ and we want $p = 100$. This means Alice can only send $100$ bits of information, which isn't nearly enough to achieve such a low loss rate. However, if we intentionally miss up to $100$ rounds, we may be able to convey enough information for such a loss rate. In particular, this can communicate to Bob a total of
$$
\log_2 \left( \sum_{j = 0}^{100} {900 \choose j} \right) \approx 448 \text{ bits}
$$
If we add to this the $100$ bits we can communicate during other losses, then this totals $548$ bits we can communicate to Bob. By the sphere-packing bound, we actually just need $k = 536$ bits to achieve a loss rate of $100$ losses.
So if we take the $100$ losses from our $p$ value plus the $100$ losses that we use to convey the extra information, and every $1000$ rounds only has $200$ losses. Again, we may need a much larger $n$ that $1000$ to actually get the covering radius part to work, but with larger $n$ values these things only get better. So in principle we can achieve a rate of $80 \%$ this way.
Note that this can still be improved. I doubt $100\%$ win rate in the limit is possible, but I'm still not sure how to prove any sort of better upper bound.