First of all, I am not sure if this is the right place to ask this question, I wanted to post it at the mathematics community but also wasn't too sure. I read somewhere that when dice are fair, the odds are always with the casino. Shouldn't it be the other way around? Which also makes me question is a fair die harder to control than an unfair die?
Do you mean craps? The casino wins without cheating because the mathematical odds gives them an edge – based on fair dice. So they don't need to cheat, and if caught could lose their license. Only the punter uses a loaded dice, to try to swing the odds in their favour, because as said, the odds are against them.
Please see Loaded Dice – What Is It & How Does It Work?
The reason casinos exist is because the games they offer are always loaded in their favour mathematically (for example by the 0 and 00 in roulette). Sometimes casinos do contrive to load the games artificially in their favour, but not usually.
For the punter, it's not so much the dice they control, but the way they place their bets (unless there is a way to throw the dice to take further mechanical advantage of the loading).
In games where players win money from other players, the house wins by shaving a percentage off of every bet, meaning the fairness of the dice is irrelevant to them. In games where players win money from the casino, they win by ensuring that a player has a less than 100% return on average. In Roulette, this is achieved with the zero where no one wins. They also win by the nature of gambling itself: people get addicted and tend to scale their bets to their current wealth. If you do this, you are guaranteed to lose. The only way to even nearly break even with a casino is to keep betting a flat amount.
Example of how scaling your bet to your current wealth results in losing money: Let's say you start with $100. Let's say you are in a non-existent casino where the win rate is exactly 50% and you win as much as you bet. Let's consider a loss-win and a win-loss where you keep betting 50% of your current wealth:
START: 100 LOSE: 50 WIN: 75
START: 100 WIN: 150 LOSE: 75
As you can see, you would end up with less either way.
Games can also be structured in a way that encourages or forces players to put more money in to hold onto a chance of winning. Human psychology has a number of vulnerabilities, such as the Sunk Costs fallacy.
Of course, if someone was to come in with loaded dice and play a game that used dice, they'd turn the odds in their favour, just because they'd know that certain numbers would show up more than usual. You'd have to plant the dice and risk getting in a fair amount of trouble.
The casino is unlikely to use loaded dice because it would be an unnecessary risk when they are already making a sizeable profit, and with a game where the dice could be exploited in favour of the players, it is safe to assume it would be.