The Casino de Puerto Rico is well documented as an establishment that pre-dated legal gambling in Puerto Rico. My feeling is that is was not a gambling casino. It was probably a casino for public recreation. The word "casino" was used in a different context in the late 1800's and early 1900's. Just go to the post card section of ebay and search on the word casino. You will be surprised at how many casinos were around that had nothing to do with gambling.

Ebay postcard "casino" search:
http://search.ebay.com/search/search.dll?cgiurl=http%3A%2F%2Fcgi.ebay.com%2Fws%2F&MfcISAPICommand=GetResult&query=casino&categoryid=&ht=1&category2=914&SortProperty=MetaEndSort&BasicSearch=&from=R2&catref=C3