As I am from India, it is illegal to gamble here. Even though there is no specific laws to frame online gambling, people are scared to expose their identity. Crypto currencies are really helpful to be anonymous. Moreover, fast withdrawals and convenience are bonuses of using it.
Yeah same here, in my country indonesia also banned all gambling activity. That's why people here gamble on online gambling. Online gambling is popular here, not only on cryptocurrency but fiat online gambling also popular.
If the gambling is banned in your country, you should avoid playing gambling online using Fiat. Deposits may require you to use your debit / Credit cards and it may be tracked on where you are spending online. The safest way for you is to buy some bitcoins and play gambling online with bitcoins. In this way, government authorities will never be able to track you.