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.
You are right but if I have to choose between them in a normal country I would go for the real life because the experience is simply just way better.
However, you can easily get scammed by online gambling site. Because they run the sites online without any headquarter or casinos, you will never be able to know whether they try to steal your money or not. Maybe going to jail is better than losing a big amount of bitcoin
I think every online gambling site are not scamming. There are a lot of trusted online gambling sites, where you can play gambling without any worry and free minded. You just need to select the right one. Still there could be many exceptions even in long run but in the case of running away with your money will be possible even with physical casinos too.