You can't lie to them forever, sooner or later they will realize that those ads are related to gambling and they'll conduct their own research to find out. I think the best way is to make sure that you don't watch channels that shows these types of ads when your children are present.
For example, just as you would avoid watching +18 channels on TV when your kids are around you should do the same with channels that advertise gambling regularly.
Gambling advertisements also exist even in kids show in Youtube. They appear without our control and most of them are indian ads. Honestly, we can't stop these ads but what we can do is just to remind our kids about the risks of gambling if they have the enough understanding to adapt our explanation. It is our responsibility to guide them and monitor their online activities. I have enlighten my kids about these gambling ads and they're just ignoring and skipping them from time to time.