Recently research was held by Dr Reece Bush-Evans who told that online gambling could Hide the sexuality of the LGBTQ+ people and most of these people prefer online gambling as compared to physical gambling for obvious reasons.
The more important concern for the LGBTQ+ people is that they are being treated differently in a casino which may come under harassment. Also, the study says that people at the casino, the staff plus the public have shown discriminatory behavior towards these people.
I'm guessing this sort of issue is the same for every aspect of their lives and is not necessarily restricted to gambling? Some people discriminate against LGBTQ people for no reason, and if anyone can do an activity where they can eliminate the possibility of being bullied, then surely that will often be the easiest option - that's just common sense. It should not be a considered a gambling problem and simply be considered a policing enforcement or education problem. If someone is genuinely discriminated against in a certain environment, the business or the patron should take the appropriate steps to dealing with it - by banning the abuser and/or if it's to an extreme, calling the police who will deal with it legally.
we can't expect all people to respect one's preference. so it is understandably that these people will prefer online dealings rather than physical one. as you said, not only in gambling but other aspects of their lives. if they are doing online transactions whether shopping, gambling, or any entertainment, they don't need to worry about people's thoughts about them.