Virtually every casino offers a players card, and virtually every casino players club offers you some sort of incentives to use the card. Because joining is free, there is no reason to not become a member and start enjoying all the perks of your time spent in the casino!
Additionally, "free play" is a way for the casino to control the amount of money that is spent within their establishment. It also allows the casino to offer a prize without directly giving out cash, which may have legal and regulatory implications.