On the PC, I've seen two variations on this problem.

1.) On leaving a casino, I TAB to my Pip-boy to see if I have all my weapons back. Sometimes it shows me I don't have them all. But when I close the Pip-boy and TAB to it again, it does show all my weapons back. and that is indeed true.

2.) Normally, when you exit a casino, you start getting messages saying "xxxxx ADDED" for each of the weapons the casino took from you. I've just had an incident where that did not happen and some but not all of my confiscated weapons were missing. I then went in and out of the casino door again and had some of them back. So I went in and out a second time, and then I had all of my weapons back. Could this be related to using your sneak skill to hold back some weapons from being confiscated? I had been doing that in this instance.