I'm muslim. For me it's sin absolutely. Because Kuran doesn't let it. Undoubtedly, for my religion gambling is devil's trick. By gamble devil make breaks between people, and keeps away people from worship and their religion. But I think on other religions playing on casino sites is not sin. In general, no benefit from gambling.
Your religion is trying to protect you from gambling problems. If you are taught for your own benefit then you may or may not follow some belief. But if it is being taught in the name of God then definitely you will obey to that. Gambling is a thing, every human must avoid, when it is categorized as sin then we should not touch for any reasons.