There is no connection between loneliness and gambling except that person is already a gambler then he can utilized the opportunity of being lone to start gambling more or making some random deposit to his account to constantly keep gambling. Sometimes is from mindset what you think of is what mostly come into mind, and I don't see any reason why someone wife will leave him and he turns himself into gambling addiction instead of becoming a drunker or smoker because these two things are easily being triggered by loneliness and not becoming an addicted gambler.
Why do you think drinking and smoking is easily triggered by loneliness and not gambling? Gambling could be triggered same way drinking and smoking could be triggered when someone immediately loses his spouse and becomes lonely overnight.
Even someone that has not gambled before could pick up the habit when lonely. And with no significant other to talk some sense into him, he could go over board with his gambling activities.