Whenever I withdraw my bitcoins from a gambling site the best one is to have some options in picking the right fees between low to high because there are times when i'm not in a hurry then there's also times when I need a transaction to be confirmed in the next couple of blocks. If all of the gambling sites I use have a fixed fee the fair withdrawal fee for me is BTC.0001 or less because most of the time the network isn't busy.
Having options regarding withdrawal is really favourable to most players.
And yes, if you are not in a hurry, you can always opt to the lowest possible fee the site is charging.
But sometimes, it is disappointing if they are charging high fees and you see your transaction to have only few satoshis paid for that transaction.
But I understand that is part of the business, but they should consider also the sentiment of the players.
For me, utilization of lightning network for a certain gambling site would be a nice feature to address this high tx fees.