In my opinion, gambling online we can play with identity not the real one, so that the family or the closest person doesn't know that we are gamblers. But in my opinion, gambling on the casino and looking directly at our opponents is more challenging. 
Unique advantages of online gambling are no cash money, no robbery, no looting, and no need to go outside for gambling. You can play games from your bedroom. Just open your laptop and search for your favorite gambling site and start. Thats so simple. Apart from these I dont think that online gambling has any other big benefit. After all it is gambling and gambling is not good.