Some users directly send their coins to save on transaction fees as there are networks whose tx fees are insane.
It is the exact of why users are sending directly with these regulated wallets by the government. But they will be hit hard if they keep doing it and they have to be compliant with what the exchange wallet starts to implement strongly.
Some gamblers might not worry about the fee and just do the other way of sending/depositing to the casinos as they have no choice anymore.