If thats the case then these exchanges shouldn't accept funds from gambling sites.
There are no wallets that directly tagged as owned by specific gambling sites so I don't know how exchanges will able to determined if the funds came from the gambling sites. Gambling-related activities were put on the exchange term as a common and usual term that an exchange should have.
We just based on OP's shared information but who knows there are other issues that's why OP faced such problems. It would be better too if OP can name these exchange and the gambling site involved.