^
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.
Without a doubt this would be a problem, now if the employee was in an area in which they did not mange any kind of money then I think some managers would not mind too much and they will just worry about the well being of their employee, but without a doubt if the employee has access to some money from the company then it would be irresponsible for their boos to not think about the worst case scenario, and maybe even decide to change their position on the company to one in which they do not manage any money.