Despite of illegalities of gambling in some countries, i believe gamblers do not settle on that and won't gamble at all. They will always have the time to gamble, it's just that they should be extra careful not to be caught by the government officials. Maybe that's how they see it as a sin, contradicting the laws of the government.
Gambling is seen as a sin in few countries because of their religion, religious people which are getting to extreme are also the government officials and they prefer to just ban gambling, example of this can be seen in Muslim countries as gambling is forbidden in their religion. So because of region led to their laws in the government to forbid gambling.
But in real life, people somehow need to gamble too because its just a form of entertainment but in a business way. And you need funds for you to be able to gamble, whether you win or lose in the end.
As a matter of fact, some people gamble for fun, but some people also still see it as a means of earning until they have lost often and often or they become addicted. Nevertheless, gambling should still be for fun and not a means of making money which is not but a means of addiction.
of course you can find positive expected value games but there are less stressful ways to make money, in my opinion