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.
It has been known for a long time that exchanges do not like to receive or send money from gambling sites, now why they did not stop you from receiving those coins into your account? Because they cannot do it, you were the one in control and as such they just reflected the transaction in your balance, but once you tried to get that money out of the exchange into a casino they blocked that transaction, so next time take the time to send your coins to an address you control so this does not happen to you again.