Brick and mortar casinos are heavily regulated and inspected to ensure that they are fair. While all the games have a house edge, they are ultimately probabilistic. The concern with an online casino is that its blackjack game won't just rely on the house X% edge, but will fix the deals so that the house always comes out ahead after some set number of deals.
Jurisdictions that regulate online gambling take a fairly dim view of that, to the extent that they inspect your hardware and source code from time to time.
When you are in a brick and mortar casino you know what jurisdiction it is in. When on a website, you don't know if it is in the UK (good) or Somalia (bad).