Also, there is at least one gambling site I know with an internal exchange. That also breaks up the chain interaction without using a CEX, but you'd likely get in trouble if you only used the site as an exchange.
Not a bad idea actually. Betfury has a multiple network support for Bitcoin which I sometimes use to send my Bitcoin to exchange with lesser fee specifically BSC Bitcoin. But doing this will automatically subject your deposit to x1 wagering requirements which is very risky since all of the casino has a house edge which means it’s guaranteed that you will lose part of the funds just to complete the wagering requirements for withdrawal.
But this is more convenient for me as a gambler compared to using multiple bridge that charge huge fee and has a lot of risked to lose my money in one wrong transaction.