Taxing gambling winnings is probably just another way to discourage gambling, so if us gamblers feel it's unfair since we are not winning all the time, then most likely we will think of stopping gambling if we don't want to break the law,
That's true, they're discouraging people to gamble but they can't deny the fact that they're raking billions on this industry just with the taxation alone.
or just continue gmabling without paying taxes and take the risk.
Like OP, he doesn't have to take any risk at all.