First of all, what he did was wrong because he didn't follow the order of his parent's but now that he already committed the mistake, I think it will now be easy for him to commit another mistake which is to lie, just in case his parents find out about the money. Im sure there must be other profitable activity that is allowed in his country like investing or trading. He can just say that he got the money from those sources. There might still be people who can feel guilty right after making one mistake and they will confess it right away. They think this will lessen the punishment that they will be getting.
Most of the time, parents who think like these (Gambling isn't a fair and true vocation, so you shouldn't be earning shit from it is also at the same time haters of trading, investing and other stuff that doesn't involve you working 9-5. I've had relatives like that who always judged me since I work in cryptocurrency and I rarely ever go out so they think I'm unemployed but now that they see the fruits of my labor they wish they can get in on it. I don't blame OP for keeping another lie on top of another lie cause at the end of the day, had these parents been more supportive of their children it wouldn't come to a point where their kid is afraid/embarrassed to share his aspirations, successes, and dreams with them.
Our parents are important because without them, we won't exist but without god there's also no people that will exist. There's even a saying that "god must come first". Maybe it's fine to dis-obey our parent's as long as what they are telling to us is not the same as what is written in the bible.
Throwing the religion topic out of the window since gambling is strictly prohibited in most sacred texts, I believe that it's what you do with your money that makes it evil or good, not how you obtained them at least in some situations like you winning big on a gamble.