What I could well imagine though is that the exchange does not allow withdrawals to old BTC addresses and only allows segwit addresses for example. However, some gambling sites still use old BTC addresses.
Yea this might be the better explanation for it ngl, or just that the listed address had some negative something to it that the exchange-listed. Exchanges aren't government centered in the first place as I have said after all.
Basically the exchanges operating from US can't support your gambling activities, the reputed exchange like coinbase will terminate your account if you deposit any funds from gambling site into their wallet address, so this is not new and must be mentioned in their terms of services.
Yea looked it up, someone from reddit shared their experience and someone also said that coinbase has this in their TOS so better move on to another exchange to use. Hardly doubt that it's every exchange in the US that doesn't allow transactions with gambling casinos.