I agree with everything CatalinaWOW said, and I think he covers the separation of grid and energy well, essentially, if load departs the utility economically, but continues to use the infrastructure, it should go without saying that there should be a way for them to continue to pay for that. Determining what that should be, of course, is not always so easy. Transmission is generally easier, as FERC mandates open-access charged for the use of transmission lines. The distribution stuff is harder and their will naturally be a "negotiation" between the owner of the infrastructure (utility) and the user.
I'll add in my own $0.02 about another issue:
Exit fees to leave the utility are not unreasonable in concept. Of course, they might be too high, but conceptually they are fair.
You have to understand what utilities are. They are legal monopolies, in which a company has entered into a regulatory compact with the state. The utility is granted a monopoly over a service territory in exchange for two basic things. The first is the "Obligation to serve." This means the utility is on the hook to serve power to anybody who wants power in their territory, according to their standard tariffs. The second is that that the utility will be subject to economic regulation (price regulation) by the state. That is, they won't be able to set their own prices.
In this case, it is the first thing that makes exit fees appropriate. The utility has made investments: short-, medium-, and long-term in order to serve their existing loads. Those could be contracts to buy power for certain price from merchant generators, contracts to buy fuel at certain prices, and even the construction and ownership of power plants and transmission lines. Essentially, those investments are made on behalf of customers, and it is reasonable that customers who want to stay in that service territory and exit the system pay the cost of unwinding their share of those contracts. This should be a one time cost.
Obligation to serve also has another little switch to it. Say the casinos sign up with some energy services company to procure wholesale power on their behalf, and all is good until due to mismanagement, the energy services company goes bankrupt for one reason or another -- maybe taking on too much risk and energy prices drop. Boom the casinos call the utility and say "put us back on the bill" and the utilities must by law take them. Except now the utility has to start to contract, overnight, for all that new power. (Now, physically, that power should be available, since it was should have been contracted for by the ESCO in the first place but the merchant generators, now holding worthless contracts from a bankrupt ESCO are in a great position to extract a pound of flesh from the utilities now knocking at their door. This is the sort of thing that happened in the CA power crisis.)
Of course, a utility is going to try to run that cost up as high as they can to discourage exit, and it is the PUC's job to see that the exit fees are fair and appropriate, but I think you will be hard pressed to find a PUC in the US that would let a major load depart one of their utilities without an exit fee of some kind. Without it, the remaining customers would get shafted, and the PUC has a responsibility to them as well.