Being rich doesn't magically increase your chances in a particular game, so I don't buy the theory that rich people are (on average) making money on gambling. At very best, they could be winning more often or losing less.
There could be several reasons to explain that. First of all, being rich would indicate that you're likely to have a higher intelligence and analytical skills, meaning you'd be placing bets more carefully on games that offer a higher chance of winning.
Another thing - rich people are less desperate and don't need x100 or more to make decent money. When you aim at $100k and you only have $100 to play, you need to make x1,000, almost impossible odds, but when you have $1 mil to play with, you only need x1.1 return. Makes a difference.