Prohibition policies in gambling could work, but they are often weak or not properly tailored, and the enforcement of the existing ones is even weak due to the government's unwillingness. Government has so much power and if they really want to enforce a policy, they will do it, but because of the lack of will or the revenue they are earning from it as you said, they will turn a blind eye. However, government or not, we all have key roles to play in our lives and even in the society, there are responsibilities that we are saddled to perform to ourselves to be useful for ourselves if not for our society. The government can't do everything for us and I do not think parents, friends and society can do that for us either, we need to be cautious where necessary and be a reasonable and responsible fellow. Everyone must know right from wrong and must force themselves to do what is right always. This is just the way we must know our limits in everything so that it will not cause unforeseeable issues in the future.

In other words, if the government and external forces cannot curtail you through policies and enforcement, you should curtail yourself for your own good, and for that of your society.