As for me I think the parents owe the children nothing to explain to them as long as they never let the vacuum of their responsibilities in training the children remain void, when your children never have access to gambling or where they do such then you owe them no explanation, parents have their own part they play from their children way of upbringings, they must not engage doing things that we will not be aware of which may affect them in life the wrong way.
Parenting comes with a lot of work and educating the child on the danger of some action goes a long way to saving the child in the future when they are no longer with their parents, and it doesn't necessarily need that the child is exposed to it before you give them the awareness on the dangers available in the society and how to handle them.
I use my personal experience to check this thing, when I was young, my parents use to tell me real-life stories and sometimes we had both the good the bad and the ugly so those lessons thought us how to handle some in our real life.
Gambling lessons should be thought to young kids so that that knowledge will help to guide their actions when they grow up.
Parenting is really one of the best ways to give awareness to the child so that they will not get exposed to gambling activities at an early age, which lead to addiction and doing bad things. But not all parents are like that; others are too busy with work, and others can't guide their child well, which for sure would be the fault of parents. That is why we should give time to our children, tell them what is good and bad, so that they are aware of it, and keep an eye on them.