Yes I do. I even hide my gambling practices from my family and my partner. I had even promised not to gamble again the last time I lost a large amount of money rage betting. I would have hid it but it was too large to go missing. I too have a social life and is considered as a person who don't like to party or gamble. All the gambling I do are online. There are some friends and colleagues who knows I'm active in gambling as we do talk about where the better odds are provided for sports betting and who might win. There's a few friends who are introduced to online games by myself. Except for them, no other would guess the amount of time and money I lose on gambling.
I think a relationship should be based on basic understanding and trust in one another, each partner should know and understand what the other partner likes to do and they should be allowed to do that as long as it is not harming anyone or the relationship. When there are restrictions, no trust, no understanding, that is when such things start to happen where one partner starts hiding their activities from the other which is unethical but what can be done.
I agree with you that each person should have their social life and they should be allowed for it. If you are not an addicted gambler or don't spend excessive money and time on it, your partner should have no problem with it because being too controlling and bossy can bring distances in a relationship in my opinion.