I've seen them in Hollywood and Chester.

Don't look for a big 'NO GUNS' sign. Look for a small (1.5 x 2 foot) 'NOTICE" sign similar to what you see at some malls that list a cornucopia of rules and conditions of entry. In that list should be the verbatim quote from 058 PA Code § 465a.13.

The possession by any person of any firearm or handgun within this licensed facility without the express written permission of the Pennsylvania Gaming Control Board is prohibited.
Its usually in the vestibules between the outer and inner doors on a side wall.