Commercial gambling ads will be available only in the countries who supported gambling to grow and probably your government let this happen because they admitted gambling as industry and can be good source tax for them but besides all of it i think they will also thinking the risk behind it especially i read your post that there was casinos near to high school locations and it's very risky to childrens at there will attempts to gambling because casinos is too easy to be access
All gambling sites going to pay their taxes to the government? I don't think the gambling owners how much good to pay this so better to avoid support gambling in their countries if they want the future of the country to be well. Gambling earnings or not good father future just enjoy gambling.
I don't know if the gambling sites pay their taxes to the government, but I think the casino do that because they search for a back up from the government that will make sure their business is safe. Besides that, the taxes from the casino itself can be an income for the country, and it's one of the biggest income in the country which allowing gambling.
Perhaps, in someday when everything can be connected with the internet, and there is no difficulty anything, the gambling sites should pay the taxes to the government in the country which the owners hosted the sites.