Also, we all know that gambling money isn't allowed in the first place, so I'm curious why people are still transferring money from a gambling platform to coins.ph, putting themselves in danger.
Withdrawing money from a gambling site to exchange seems less risky.
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I can assure you that it's not in reality. I used to make this mistake in the past and from a withdrawing from a gambling site to exchange was mostly ok, but one time I encountered a tedious and lengthy KYC process on a site that never required KYC otherwise.
Even though you can lose a bit on additional transaction fee, I'd recommend to your wallet first, and then to an exchange.