No decent pay out for Sun MVG member after spending thousands at Sun city and Grandwest

After becoming a sun MVG gold card holder a few months ago I was quite optimistic about winning at least half of the money I spent at the casino so far . Boy was I wrong. Not only does every machine I play on take just my money but I leave the casino with every time without any wins. I'm very disappointed as I really don't understand how a casino can just take someone's money every time without letting them at least win once.