I think it's not just about stealing money from the organization. Rather, it's about the trust of your boss in you, so I think that your boss should definitely not know about your gambling habits, as many people consider this hobby not the best thing to do. None of us knows what the boss thinks about gambling and what he can do about it.
However hide gambling addiction from the employer but in the end he will find out from outside information, even if you only gamble outside of work or holidays but gambling addiction is considered a negative behavior for the company, so as much as possible you should reduce the habit of gambling and stay focused on your main job for a better life.