I do play the bonus even though the house has a big % edge. I am usually pretty lucky and hit some of the bigger payouts; flushes, full houses and 4 of a kind and with the bonus payouts I can usually play the bonus with "their" money. Basically I would hate to win a big hand (ie a straight flush or a Royal flush) and lose out on a $2000+ bonus payout.
My 2 cents anyway