It would be quite interesting and I am sure there must be already a number of scientific studies around gambling. I am sure the casinos have requested and financed this type of works, just like McDonalds has perfect knowledge of the views of its clients and has carefully designed all the products. I think the field is certainly still open with the gambling on-line to economic, psicological or other studies.
If ever we create a topic or a thesis about gambling, it has to be something that has not been discussed yet. Like something that can actually contribute knowledge to the gambling industry/sphere since there are already lots of studies with regard to gambling, in general.
Like what you also mentioned, creating a thesis about gambling requires time, effort, and resources on your end. It has to be something worthwhile- something that will bring benefit to the public as it will definitely outweigh your personal needs for them.