I would go to the casino first and ask them why they didn't issue a W-2G.
I don't think any California casinos use VLTs, but last year MGM bought Empire City Casino in NY which does. In that case, on a $10 spin, you could win up to $2,999.99 without triggering a W-2G. The only thing that would make a difference would be if the machine was actually a Video Lottery Terminal as opposed to a true slot machine running off an RNG. No casinos are exempt from W-2G reporting, and the denom shouldn't make any difference.
