Why exchange facilities need on gambling site? A gambling site needs large enough servers to store various games and user data and have to update them constantly, so if they want to have exchange facilities as well, their site may be down at times and on the other hand they will need a license. So gambling sites avoid it. And I personally don't think a gambling site should have exchange facilities. Although if it was we could avoid withdrawal fees by selecting other coins while withdrawing.
I think a swap feature is handy and usefull to have in any site; there are not a lot of sites that offer it but I have used it quite a lot whenever available. If Stake would implement it, they have a big enough team to make sure their site would not be down when they implement features like this.