^
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.
I'm sure if the boss gets to find out the employees gambling habits and realise that he is addicted to gambling, even if the boss used to trust is boy their will be this strange feeling the boss will have concerning his money , if the money is in safer hand.