If I come to Poipet to gamble in the casinos without crossing into Cambodia proper do I need an Re-entry Permit from Thai immigration.

Officially, probably yes, but then you'd also need to get a Cambodian visa and entry stamp, at least to satisfy Thai officials you left and re-entered correctly.

You may be able to convince Thai immigration to go to the casinos and that you're coming back a short while later by depositing your passport with them. It might work, might not.

I've been able to do so at another Cambodian border, but the reason for that was I was searching for my friend and my shipment of goods that I thought were still on the Cambodian side and I only went out for a few mins. I did have to go twice in a row though until I realized my friend and the goods were already on the Thai side (after asking Thai inbound immigration)! Might be different at Aranyaprathet heading for Poipet and gambling is not really a good excuse to use for Thai immigration but you can always try. Works better if you can speak Thai though.

After you exit Thailand you must get a Cambodia entry visa and then be stamped out of Cambodia before Thai Immigration will grant you entry.