I for one don't think there is a "State Law" concerning the 3 casinos in Delaware, but I do believe it is a policy of the Delaware Casinos and Fairgrounds, to be a no carry zone, which is their right, just like any other business.
Since I don't gamble my hard earned money at a million to one odds of losing it, I don't go to the casino, so I don't have to worry about losing my money or carrying there, either one.