Obviously Macau is one of the global hubs for gambling. But the problem with Macau is that the casinos can be very expensive and not everyone from mainland China can afford to go to these casinos and indulge in gambling. That's the reason why a lot of them look for more affordable destinations, such as Vietnam, Myanmar and Cambodia.
I haven't been to Macau but I know that they are the gambling hub and alike Las Vegas in Asia. Most of their customers there are foreigners and that's how the economy in that country relies mostly upon. I have a Chinese relative and what you are saying about being practical of them is true. If they have elsewhere to buy, to gamble or do anything with their money in a cheaper way, they'll go on that place and spend wisely their money for them to save and have discounts.