No, they are not, as long as you are gambling at a reputable online casino that has a legit license. Make sure that the casino is not rigged, and you will eventually get your winnings, even if you made no deposit before starting to gamble.
Normally, players have to make a real-cash deposit to activate a casino bonus. That’s why all the gamblers are always after no deposit bonuses: they work without a requirement to deposit real money.
Don’t forget that you will have to satisfy all the no deposit Free Spins bonus terms and conditions to withdraw the cash prize in the end.