They are picking up the vices that in the past were exclusive or mostly men's vices. They smoke more, drink more and even watch a lot more porn. Gambling is not going to be different. But I don't see many of them live. I think it's the same as in porn. When you had to physically go to a place to buy or rent a movie there were no women alone to go, but from their phone without anyone seeing them they watch porn or gamble.
It is quite different in my country because most women are not gambling. Only few that I have seen and I do not think they can hide their gambling activities from men in a way they will be hiding how they are watching porn. In fact, men also like to hide pornography publicly. They do it hidden in a way no one will know but the porn industry continue to grow. Generally men gamble and bet more than women.
Gambling sites will out it in their terms of service that people should gamble with the money they can afford to lose. In reality, people gamble to make money and they are nit happy to lose at all, even if they are using small amount of money to gamble. Men chase money than women which is another way you can know this.