For me I Think online gambling is more safe than real life gambling, especially if in your country gambling is illegal, because if you are gambling in real and you get caught by police, jail is waiting for you.
How can you say that online gambling is more than safer than real life gambling? In my country real gambling here in really legal because they have paper to run there business. In online gambling you do not know if you win the big jackpot and they manipulate it or change the rules term and condition then you wil not get what you've won.
In your country gambling is legal means then no issue you can play you will not get any issue in online or real gambling. Because you are just a player not an owner of the casino. If the gambling is legal in the country, then I think for players there is no restrictions are there, But yes the feeling and rules and conditions are different in both real and online gambling.
yeah some country allow online gambling as long as registered under certain institution, but prohibit and consider as illegal action if they gamble in the real casino . means everyone could gamble freely online , but not with real gambling. it seems not fair but you can't do anything as it's government policy , you have to obey on it.
If government will ban online gambling then you should really obey it because if they caught you you will end up jail but there are really ways to play online and its much possible to be accessible online rather than on playing gambling offline. VPN are still there which you could able to play gambling online without being caught by authorities but in offline gambling its not possible.
But you can just simply gamble at your own home because it is your jurisdiction and there is what we called 'privacy' so it depends on you if you will exposed to the people near you and to your government that you are gambling. But I don't think the government will ban gambling for they are getting big tax from this industry.
gambling is already banned in some countries regardless of taxation or not.
and what you said is already happening in these places and even in countries that have not banned gambling, there are illegal gamblings that happen underground like cockfight for example. and if caught it has consequences.
and as for VPN i have to say it can still be traced but government usually don't care about a single person at home gambling and are not out to get them. there are more important matters to attend to.