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.
What a nice word you have used - a lie. Makes is sound like keeping gambling in secret means lie. A life without obvious benefits. A lie for nothing. Once again, I will point out that I dont care much about what other people, specially that I am not familiar much, think about me. People must be judged by their deeds and achievements, not by what they do, their hobby, their passion, their look and etc. How it looks then: a person gambles and society already tag him as bad, or have negative attitude to him. What if he has saved a kitten yesterday, and the day before saved people from burning house or helped grandpa to pass the street during heavy traffic?