yes i can say its more of a guy thing. one of the reasons why i think its so is because of the financially responsibilities that the men do shoulder and also that men always want to earn more so its pretty easy as a guy to get involved and also if you have friends that are into it then it will be more easier.
Following that logic, men should be less prone to gambling, since they are more focused on financial responsabilities and can't give themselves the luxury of spending money with gambling, which doesn't guarantee any financial returns in counterpart... It seems men are into gambling for another reasons: maybe because they have a higher necessity for thrill than women and to escape from the stress of daily life which involves those responsabilities you mentioned above. Gambling for men is a moment they can finally stop caring about their burdens and having an ephemeral pleasure moment.
To be honest with you, what you said can only be true for the men who understand and indeed see gambling as a means of entertainment rather than a means to make money; because for all i know and care, most or should i say majority of those(men) who are into gambling are into it as a means of making some extra money to cater for the financial responsibilities they shoulder.
Think of it this way, imagine that gambling was designed in a way that we only put money in, but don't have any opportunity of getting any money out; that is; gambling is completely made to be a paid means of having fun with zero possibilities of winning cash in return. How many of us, as men, do you think can afford the luxury of gambling?.
very few is if you ask me.