Many people obey their girl friends more than anyone else.
What if their girl friend insists you to stop gambling

Will you Stop

That depends on the length of your relationship. If a guy is new to a relationship like less than a month or two, he'd probably going to obey his girlfriend TEMPORARILY. But not for long, he's most likely to give in to the gambling temptation.
Realistically, nobody can stop you if you're really into gambling, even your wife. Your wife might believe you're avoiding gambling already, but you can always sneak out to either go to the casino or play in an online casino through your phone.
Online gambling is the easiest way to do it though.
This makes sense. Most guys and gals as well put their best foot forward in the beginning of a relationship. I guess it's an automatic response from us because most of us want to impress our partners. Hence, we obey and fulfill their request. However, when things go deeper, we'll eventually see what their negotiables and non-negotiable matters. We'll witness their genuine self eventually in the latter part of the relationship.
If your girlfriend from a long-term relationship tells you to stop gambling with reasonable causes, then perhaps you should start to assess yourself and your gambling ways. Because most girls won't be mad at you doing something if you'll only do it in moderation and if you have the capacity to do it. Otherwise, expect that you'll hear long sermons from them.