Actually, the location makes sense.
Character A spends all day ratting, goes and sells the rats for a good chunk of change to Rulinus, walks out looking for something good to spend that hunk of money burning a hole in their pocket on, sees the Prancing Nymph, gambles all that hard earned money away, or possibly strikes it rich.
I'd say that the owners noticed that the Outlanders tend to have a lot of coins, and picked a prime location for the Casino right where the rich outlanders come out of.