If ever the government will ban gambling, people who want to gamble will eventually find a way to access gambling sites and casinos. They will just be creative in accessing those without the authorities ever finding out about it. People are stubborn especially if they are really that interested and hooked up in betting and playing, they will find ways regardless. It's not as if it will really solve the problem by prohibiting people, it could only be a band-aid solution while the dependency in addiction haven't been addressed yet.
Indeed, gambling is someone's responsibility and not anyone else's. If they don't want to suffer the consequences, then they must do themselves a favor of not spending too much time and money in it. Addiction doesn't just occur instantly, it is a bad habit built over time. So staying away and choosing yourself and your sanity will save you from it. Limiting the engagement by not feeding your thirst to it will prevent you from being addicted.
With today's easy Internet access, people will easily find casino sites where they can continue gambling if offline casinos where they live are prohibited from operating. By gambling at online casinos, it makes them free to access casino sites anywhere outside their country and no one will know they are still gambling at online casinos. It also won't reduce their time gambling and can actually increase their gambling time because gambling at an online casino means they can gamble wherever they want.
But if someone can have good responsibility in gambling, he will not gamble too often and even though he can gamble at online casinos, he will still limit his gambling activities because he knows that gambling more often will only cause problems for him. They don't want to get into trouble just because they gamble too often so they really control their gambling game. They will also look for other activities that can help them divert their attention from gambling so that they will not become addicted to gambling.
The world can't ban gambling, hence some countries that don't allow gambling, maybe for the sake of their citizens' mental health, may have not done themselves a great favor. Because as you said, they'll gamble in other countries using VPN and other apps that can help hide their IP address. The government may not be able to control the problem of gamblers using the ban as a threat. They need to devise other methods and try them out. Maybe promoting the importance of gambling and removing the bad thoughts people have about gambling. A man is what he thinks. If a gambler is worried about being addicted he won't be able to escape it easily as he only thinks of addiction. Hence to be on the safe side, gamblers need to have nice thoughts about gambling and how it can help society. People think gambling has no economic importance, but it's quite very great in helping the economy of some countries in the world.
Other than that, if responsible gambling is promoted enough, players won't be getting addicted. A gambler needs to avoid spending too much time in gambling. One must understand the body system and how it may react to gambling addiction. The goal is mainly, to enjoy the habit, not having a bad memory about the gambling habit. In terms of diverting to activities that'll help the gambler avoid gambling addiction, the gambler may not be able to achieve it on his own. However, it depends on the level of the player's addiction to gambling. Those who are still a bit in control of their actions and don't feel comfortable being addicted to gambling can do it themselves and change gradually. Even though they won't stop immediately, at least it helps in building back the emotions of the gambler to stay strongly in control of his actions. That's why the gambler who doesn't notice earlier his outstanding deficiencies in gambling can have a hard time diverting his addiction to something else.