They do have paddlewheeler and catamaran cruises on Lake Mead, and of course, there is hiking, fishing, and various water-related activities.
As someone else said, you can get to the Grand Canyon. It is about a six-hour drive though, so wouldn’t be suitable for a weekend jaunt to Vegas. There are commercial plane and helicopter tours but those are expensive.
If you like rocks, you can check out Red Rock Canyon. There is good climbing and mountain biking there plus it is beautiful. It is about 15 miles west of town.
Mount Charleston is only 35 miles away from Vegas and is a good place to go picnicking, hiking or horseback riding.
Valley of Fire State Park has hiking, geology and petroglyphs and is only 55 miles out of town.
Mojave National Preserve has Joshua trees, sand dunes, and volcanic cinder cones, and is about 60 miles from town.
And in town the various casinos have other attractions besides booze and gambling. There is the Adventure Dome theme park at Circus-Circus or the Manhatten Express at New York-New York if you like roller coasters. You can watch knights joust while you eat with your hands at Excalibur’s Tournament of Kings. The MGM Grand has lions on exhibit and next door to that is GameWorks, with a climbing wall, an M&M factory, and a whole bunch of games. In fact, many of the big casinos have daytime entertainment attractions.
And there are other museums besides the Natural History Museum. One example is the Liberace Museum. There are also art museums and galleries, a railroad museum, and a historical museum.
If worse comes to worse, there is always shopping.
I think if you try you can find plenty of things to do besides gamble and booze it up.