If I were in your position, I'd let them know that I'm here to listen and not to give advice. Just acknowledging their pain can really help lighten their burden. If it feels appropriate, I might gently suggest resources like Gamblers Anonymous or therapy, but I'd be careful not to insist on it.
It's crucial to remember that it's not your responsibility to fix them. You can offer support and lend a helping hand, but the decision to seek help is ultimately theirs. Sometimes, simply being there, listening without judgment, and reminding them they’re not alone can make a significant difference. And if someone is dealing with gambling addiction, please reach out for help. There are many resources available, both online and in person. You don’t have to face this alone, IMO.