Nope, never experience it but its really weird though, how do they know that it came from a gambling site? Usually though wallet explorer will tell if the address came from a trading site, but I'm not sure if it can determine if the address is from a gambling site. Or it they really use wallet explorer to make a trace.

@Potato Chips - yeah probably 2016/2017 wherein coins.ph blocked/banned a lot of accounts specially during the heyday of faucets from sites like PrimeDice.