If gambling is illegal in your country, would you still gamble?
You should not.
It is true that when your country does not support it and has put a ban you should never do such things as their are laws in place and if found guilty you would have to face the punishment set bu the country's law. If you need to gamble then go out to another country and can gamble as much as you like to do it.
There are many things that a person should not do it but just because it should not be done does not mean it wont be done. People will still do wrong acts because they like to. That is why I used to say, we cannot stop a person from any act that he has made his mind for. In order to keep him away from wrong doings, his mind needs to be fed with the right information in a right way. Gamblers should be convinced to stop gambling.