IIRC, 'fish' is the term for someone who on average loses money in their gambling (in some particular game, or overall): a fish is a creature whose head is under water. In games like poker it roughly divides the recreational (and/or problem) gamblers from the pros. AFAIK 'whale' is probably an extension of that: a big fish.
If whales had a poker-equivalent I think it would be the high rollers getting special treatment because it is specifically referring to that last percent who can casually spend 1000x - 10000x more. Capturing a whale could sustain a village through an arctic winter.
