I don't think that slots can be stateful between plays - there are extremely stringent regulations for slot machines and odds. For instance, if you advertise a 99.95% slot giveback, they will test that.
Also, for video poker and card games, the wins and losses are distributed as if it were a real deck of cards shuffled between hands. There are strict regulations there too, and payout percentages based on the rules of the game and the payout values for each type of poker hand.
Yes. I should have amended the statement in that slot machines, the odds of each outcome are stateless, and the payouts for each outcome must be clearly stated.
For progressive Jackpots, the chances of you hitting the Jackpot on two successive pulls are the same as you hitting the jackpot on two pulls far apart. The payouts are different, but as you said, that is not hidden information.
Slot machines are able to use psychological tricks, I believe, such as showing "almost hits" with a higher probability than them actually occurring. "Oh, if that one symbol had just changed, I'd be a millionaire right now!"
Also, for video poker and card games, the wins and losses are distributed as if it were a real deck of cards shuffled between hands. There are strict regulations there too, and payout percentages based on the rules of the game and the payout values for each type of poker hand.