Learning starts from home so we, as parents, should educate our kids about the risks of gambling as early as possible. If we enlighten them about the possible effects of gambling, they would learn how to get rid of it. We should let them know how gambling works and as much as possible, tell them to avoid it so that in the future, they won't be the government's problem.
It can be double edge sword because not all kids can understand what does his parents talking about especially if he's a close minded person. He wouldn't care anything what does the parents say, he will try to gamble and if he like it, he will continue until he lose all his money. This will lead him become an addict, so it's completely hard to choose which good strategy for parenting.
Yes, children don't always listen to their parents' advice because you can't have someone else's experience. We almost always want to explore on our own things that parents tell us about. Think back to your childhood and adolescence. I'm sure you explored a lot on your own, despite your parents' prohibitions. But it is necessary to talk to children, because only a parent can really teach a child responsibility to himself and his loved ones.