I can't think of anything more profitable at the moment. Although I don't know in depth the income from online casinos.
In my opinion it's already a very saturated niche of the market. There are many entrepreneurs investing a lot on their self owned betting platforms, although I don't think there is going to be enough demand for all their services. What happens is that these businessmen focus on the success few top companies are having these days and expect their businesses to achieve the same success and popularity. In the end, it doesn't happen, because the tendency is that the consolidated companies remain on the top, while all the others will compete among themselves for low traffic of gamblers and low volume of bets.
Do they make more profit than digital banks, CEX exchanges, etc.?
What gambling websites and what digital banks and exchanges you are using to make the comparison? You can compare the largest betting platforms to average digital banks and exchanges, so we will conclude the gambling portals are more profitable, although if you compare the average virtual casino to the biggest digital banks and exchanges, we are going to have the opposite result... Both can highly profitable, but it will depend on how large and influent your business is.