Using crypto for playing gambling can hide us from paying the taxes because we can send our crypto to our personal wallet. If we wants to send it to our bank account, we can only send enough money and still hides our crypto in a safe place. We can still saving our crypto in our personal wallet and waiting for the right time to sell the coins at a high price so that will be additional profit for us.
But if we use decentralized gambling, the government will not stops from tracking the gamblers and still asks the casino to verify their members. But hopefully, there will still any casino that doesn't use strictly rules for their members so members doesn't have to do KYC for just playing gambling especially for small gamblers who only wants to spends their spare time.
If the gambling site is truly-decentralized, governments won't be able to verify its members. Especially if the creator is anonymous. Sadly, this is not the case as many so-called decentralized applications rely on centralized infrastructure and creators have publicly-known identities. Even so-called decentralized exchanges are becoming a victim of government crackdowns and heavy regulations. So gambling online in a private and truly-decentralized way is almost impossible. Our options are limited.
I've stumbled across a handful of XMR gambling sites, but I'm not sure if they're legit. Gambling with privacy coins might protect you from the "taxman". Using cash (Fiat) to gamble physically is another option. Just remember to never gamble what you can't afford to lose, and there should be nothing to worry about.