It could be an issue.
It actually already is with Coinbase.
What is already in the coin-base ?
Basically if you are caught sending BTC to a bitcoin casino or receiving BTC from a bitcoin casino, they are forced to close your account.
With enough regulation this can happen in other countries as well.
People will need exchanges to withdraw to fiat, hence it would curb some of the forbidden bitcoin gambling.
So the rule is quite simple : Don't send money to casino accounts from exchanges.You can have your personal wallet which can be used to send funds to which ever services you like without restrictions.I don't know what idiot does it take to use Coinbase as their primary wallet.