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.
Are there countries where all forms of gambling are illegal? I would think that even in countries where gambling is highly regulated, they still have som casinos that are legal and licensed by the government.
oh well i don't know if north korea is one of them but regardless its much easier to play online and if you are trying not to exposed your identity online gambling would be best for you but if you are looking for more entertainment and you wanted to be exposed and learn some good techniques better to try real gambling too,.