Currently I am using Binance wallet, but I heard that they can lock account and ask about these transactions.
Not a suggestion but just want to share with you that I already did lots of lots of transactions between Binance and the gambling site. Don't worry. If the amount is not alarming, you shouldn't have a problem. Gambling sites are also a professional business.
Without valid proof that Binance locked up accounts about gambling transactions, don't believe in it.
Those who locked their accounts maybe violate other terms, not related to gambling.