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.
There are other details we don't know. Does the exchange tell you that the specific reason is about gambling-related issues?
Despite all issues about exchanges banning accounts that involve gambling, I don't experience it yet, and honestly, till now, my gambling funds were just rotating between exchanges and gambling sites without any issues. Take note that these exchanges have a gambling-related subject on their TOS but still not facing any problem for years. And most of the cases wherein I will saw someone claimed that their exchange account got freeze because of gambling, there is no proof that the support itself tells them that it's about gambling as the main reason.
That experience of mine makes me think that these frozen or suspended accounts that supposed to be related to gambling have other reasons why their accounts got flagged. As for transparency, exchanges should tell their users about the specific reason why the account got flagged.