why Wikipedia is referring gambling as an illegal activity?
I'm pretty sure it means unlicensed gambling.
Mixers are not illegal, even when United States have strict rules that mixers can not abide to
Unfortunately, for centralized mixers at least, you're wrong. In the US, you're prohibited to run a non-regulated money transmitting service; and that's pretty much what a good Bitcoin mixer is. Anonymous and it involves and intermediary who will transmit money. However, that does not apply on every country, and it does not mean decentralized mixing is illegal.