Whatever we do publicly or privately has its advantages and disadvantages. Gambling is a game that has been privatized due to the recent integration of online casinos. So, people won't know if we gamble unless we open up to them. And nobody goes out on the street screaming that he's a gambler. As you said, Iroh, players only tell people they think should know, close friends or family. Sometimes the winning could be so outrageous that the player will unknowingly tell many people, out of joy, that he won big in gambling. There are cases like this where people wouldn't mind unveiling their gambling attitude. It has some advantages, especially in times of difficulty or problem gambling.
Those who kept their gambling habit a secret from everyone would have a hard time telling people when they've got an underlying problem. Talking to people as suggested is fine, as they'll serve as a watchdog on our behavioral change. This doesn't mean the whole society should know about this, we all deserve some privacy. Keeping such thing as gambling a secret, makes it sound like gambling is banned in the country. In a society where gambling is accepted, gambling platforms are built in all corners of the street. What is there to hide or keep a secret? It wouldn't hurt the people around us if we told them about the attitude. I don't see anything wrong with sharing the information. It shouldn't be a secret.
Found some good points that I support in your post. It isnt necessary to yell on the street "I am a gambler! I am a gambler!" But it also isnt necessary to cross the street or try to ignore the question "Do you gamble?" when somebody asks. I am not keeping in secret that I gamble. And I dont welcome people "Hello, my name is TopTort777 and I gamble". And you know what, I have never had any trouble or any kind of harassment from not hiding that I gamble. I see only disadvantages of hiding such hobby and see no advantages.
Btw, would gladly listen to any advantages of hiding gambling hobby. (opinion from those where gambling is illegal does not count).
Pardon me, I'll have to wear the shoes of the secretive gamblers for a second, not trying to defend the fabled disadvantages of gambling secretly, but thinking like them would help provide some advantages to such gambling habit. People are different, and not everyone wants to feel the stigma placed on gamblers across every society. Concealing the habit and claiming to be a non-gambler, though a lie, helps these people to focus and not bother about what others think about them. They wouldn't feel introverted when discussing with other people around them.
Hence I think it gives the gambler a better feeling of himself and allows him to interact with others without getting stigmatized. For some people knowing that people have stigmas on them puts them into depression. Because they're not brave enough to withstand those side talks when he's passing by the street. Although not every neighborhood behaves this way, a colossal number of societies still place stigmas on people the moment they discover they're gamblers. It's also the reason most gamblers don't share their problems due to the negative vibes that'll be placed on them the moment they mention being addicted. I think escaping those stigmas is the only advantage of secretly enjoying a gambling habit.