Have any one experienced withdrawal/deposit being stopped by exchanges, just because the amount is getting moved to a gambling site. Recently I made withdrawal from a gambling site to an exchange. After that as I wasn't able to participate in one of the IEO launch I withdrew it back to the gambling site. For days it didn't get transacted. The first transaction automatically got cancelled. The second one was under process, but there is no details about it. Later through the support team came to know about the issue and then I moved the fund to another exchange and from there I deposited back to the gambling site.
I believe this is being followed for the purpose of making everything transparent and not to get into illegal things. If thats the case then these exchanges shouldn't accept funds from gambling sites.
I have never heard before that exchanges have kind of blacklisted specific addresses that are being checked first if money gets deposited from them or withdrawn to them. I don't think, that this is even possible, because every gambling site user has his personal address where he needs to deposit his funds so he can start to gamble, just like on the exchanges of course. So my guess would be, that you were just unlucky and your transaction was broadcasted at a time where the gas price increased heavily and therefore your transaction just did not went through for a few days until it was cancelled.